Value-at-Risk
Theory and Practice
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Word Count
101,250 words, Guess
Page Count
405 pages
Physical Format
Hardcover
Identifiers
- Open LibraryOL9660273M
- ISBN-139780123540102
- ISBN-100123540100
- OCLC Control Number52062021
- Library of Congress Control Number2003100453
and 2 more
- Goodreads1274690
- LibraryThing2830242
Classifications
- LCCHG4529 .H65 2003
First Sentence
A watershed in the history of value-at-risk (VaR) was the publication of JP Morgan's RiskMetrics Technical Document.
Subjects
Topics
Other Editions
- Value-at-Risk: Theory and Practice
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