Wentworth
Institute of Technology
An introduction to value-at-risk /
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different e...
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| Main Author: | |
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| Corporate Authors: | , |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2013.
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| Edition: | Fifth edition |
| Series: | Securities Institute.
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| Subjects: | |
| Online Access: |
Full text (Wentworth users only) |
| Local Note: | ProQuest Ebook Central |
| Summary: | The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a w. |
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| Physical Description: | 1 online resource (xxii, 200 pages) : illustrations Also available in print format. |
| Bibliography: | Includes bibliographical references (pages 185-186) and index. |
| ISBN: | 9781118316702 1118316703 111831672X 9781118316726 |
| Source of Description, Etc. Note: | Online resource; title from digital title page (ebrary platform, viewed August 26, 2014). |
| Additional Physical Form available Note: | Also available in print format. |