Summary |
Value-at-risk (VaR) is a powerful tool for assessing market risk in real time-a critical insight when making trading and hedging decisions. The VaR modeling handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers.
The VaR modeling handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking and the insurance sector. The perfect primer to The VaR implementation handbook (McGraw-Hill), this foundational resource features.
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