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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
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Document Date: 2014-02-02 05:57:49


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File Size: 401,00 KB

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