Measuring market risk with value at risk

Author(s)

• Penza, Pietro
• Bansal, Vipul K.

Bibliographic Information

Measuring market risk with value at risk

Pietro Penza, Vipul K. Bansal

（Wiley series in financial engineering）

John Wiley, c2001

• : cloth : alk. paper

Note

Includes index

Details

• NCID: BA49943308
• ISBN:
  • 0471393134
• LCCN: 00038207
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xiii, 302 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG6024.3
  • DC21 : 332.1/2/0681
• Subject Headings:
  • LCSH : Financial futures
  • LCSH : Risk management
• Parent Bibliography ID:
  • BA29451650