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Implementing Value at Risk
Philip Best
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Description for Implementing Value at Risk
Hardcover. "Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Series: Wiley Financial Engineering. Num Pages: 222 pages, glossary. BIC Classification: KFFM; KJMV1. Category: (P) Professional & Vocational. Dimension: 231 x 162 x 18. Weight in Grams: 480.
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it ... Read more
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it ... Read more
Product Details
Format
Hardback
Publication date
1999
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
222
Condition
New
Series
Wiley Financial Engineering
Number of Pages
250
Place of Publication
New York, United States
ISBN
9780471972051
SKU
V9780471972051
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Philip Best
Philip Best is the author of Implementing Value at Risk, published by Wiley.
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