V A L U E-A T-R I S K (V A R) Value-at-Risk (VaR) The authors describe how to implement VaR, the risk measurement technique widely used in financial risk management. by Simon Benninga and Zvi Wiener

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Date: 2014-02-02 05:57:49 Statistics Financial risk Probability Mathematical analysis Actuarial science Mathematical finance Covariance and correlation Summary statistics Value at risk RiskMetrics Covariance Variance		V A L U E-A T-R I S K (V A R) Value-at-Risk (VaR) The authors describe how to implement VaR, the risk measurement technique widely used in financial risk management. by Simon Benninga and Zvi Wiener Add to Reading List Source URL: pluto.mscc.huji.ac.il Download Document from Source Website File Size: 401,00 KB Share Document on Facebook

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