Implementing value at risk

Author(s)

• Best, Philip

Bibliographic Information

Implementing value at risk

Philip Best

（Wiley series in financial engineering）

J. Wiley & Sons, c1998

Note

Series statement on jacket

Includes bibliographical references (p. [199]-200) and index

Details

• NCID: BA39256797
• ISBN:
  • 0471972053
• LCCN: 98004098
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester, England ; New York
• Pages/Volumes: xiii, 208 p.
• Size: 24 cm.
• Attached Material: 1 computer laser optical disc
• Classification:
  • NDC9 : 338.5
  • LCC : HG1615.25
  • DC21 : 332.1/754/0681
• Subject Headings:
  • LCSH : Asset-liability management
  • LCSH : Bank investments
  • FREE : Value at risk
• Parent Bibliography ID:
  • BA29451650