The VAR Implementation Handbook, Chapter 5 - Plausible Operational Value-at-Risk Calculations for Management Decision Making
Author | : Greg N. Gregoriou |
Publisher | : McGraw Hill Professional |
Total Pages | : 24 |
Release | : 2009-02-19 |
ISBN-10 | : 9780071732642 |
ISBN-13 | : 0071732640 |
Rating | : 4/5 (640 Downloads) |
Download or read book The VAR Implementation Handbook, Chapter 5 - Plausible Operational Value-at-Risk Calculations for Management Decision Making written by Greg N. Gregoriou and published by McGraw Hill Professional. This book was released on 2009-02-19 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.