Value-at-Risk: Theory and Practice (книга)
Value-at-Risk: Theory and Practice | |
Автор: | Glyn A. Holton |
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Оригинал издан: | 2004 |
Серия: | Academic Press Advanced Finance |
«Value-at-Risk: Theory and Practice» — книга 2004 года.
Содержание |
Содержание
От издателя
«Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. It describes how to design, implement, and use scalable production VaR…»