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VALUE-AT-RISK

VALUE-AT-RISK
VALUE-AT-RISK

Title VALUE-AT-RISK
Author GLYN A. HOLTON
Publication Date 21/03/2003
Description Provides the theoretical and practical descriptions underlying VAR, a general measure of risk across asset categories and sources of market risk.
ISBN 123540100
Publisher ELSEVIER
Book Type Hardback
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Other Titles ASSET PRICING AND PORTFOLIO PERFORMANCE -
UNDERSTAND SHARES IN A DAY - IAN BRUCE

 

 



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