VAR Implementation Handbook
[flap]
For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?”
However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now.
The VaR Implementation Ha...
[flap]
For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?”
However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now.
The VaR Implementation Ha...
