Value at risk : the new benchmark for controlling market risk
著者
書誌事項
Value at risk : the new benchmark for controlling market risk
Irwin Professional Pub., c1997
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注記
Includes bibliographical references (p. 319-322) and index
内容説明・目次
内容説明
This text focuses on Value At Risk (VAR) as a financial technique to measure risks run by trading and investment operations and provides steps towards implementing a safe risk-management system. It shows the use of VAR to set position limits on traders.
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