An introduction to value-at-risk

An introduction to value-at-risk / Moorad Choudhry ; with a contribution from Max Wong.

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different e...

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Bibliographic Details
Main Author: Choudhry, Moorad
Corporate Authors: Securities Institute, Chartered Institute for Securities & Investment
Other Authors: Wong, Max C. Y. (Max Chan Yue)
Format: eBook
Language:English
Published: Chichester, West Sussex : Wiley, 2013.
Edition:Fifth edition
Series:Securities Institute.
Subjects:
Risk management.
Risk management > Econometric models.
risk management.
Risk management > Econometric models
Risk management
Value at Risk
Finance.
Finance and Accounting.
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