Implementing Value at Risk (книга)
Implementing Value at Risk | |
Автор: | Philip Best |
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Оригинал издан: | 1999 |
Серия: | Wiley Series in Financial Engineering |
«Implementing Value at Risk» — книга 1999 года.
Содержание |
Содержание 
От издателя 
«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…»