An Introduction To Value At Risk

Useful for those with little or no previous understanding of the concepts of risk management and Value-at-Risk, this book includes applications of VaR, instrume... » 

Useful for those with little or no previous understanding of the concepts of risk management and Value-at-Risk, this book includes applications of VaR, instrument structures, stress testing, VaR for corporates, credit risk and legal/regulatory issues. It also contains case studies, worked examples, the various developments and approaches. «