Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

book sign in to follow this
Categories:

Books sign in to follow this
--Risk Management sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Evaluation of Value at Risk Models: The New Science of Market Risk Management
Company: Lambert Academic Publishing
Year Of Publication: 2013
Month Of Publication: November
Resource Link: Click here to open
Pages: 140
Download Count: 0
View Count: 1733
Comment Num: 0
Language: English
Source: book
Who Can Read: Free
Date: 11-3-2013
Publisher: Administrator
Summary
The main objective of this book is to survey the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions. The great popularity that this instrument has achieved is essentially due to its conceptual simplicity: VaR reduces the (market) risk associated with any portfolio to just one number, the loss associated to a given probability.
Author(s)
Naidu, P.A. Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile