Implementing Value at Risk
Author: P. Best
List Price: $115.00
Our Price: Click to see the latest and low price
ISBN: 0471972053
Publisher: John Wiley & Sons (January, 1999)
Sales Rank: 68,781
Average Customer Rating: 4 out of 5
Customer Reviews
Rating: 3 out of 5
AN AVERAGE VAR BOOK
This book well explains what is Value At Risk and the concept of risk management in banks. Business concepts are complete. The author gives a lot of weight in risk control. However, he lacks to give detailed examples on how to calculate VAR, the mathematics/statistics behind. Spreadsheets are nice but not complete from the beginning to the end. Important statistical methods are described without enough detail leaving the concepts out the book's scope.
Rating: 5 out of 5
Very Useful Book on Implementing VAR
This is a good book for a financial engineer's library. I found the spreadsheet examples particularly useful. Similar Products
Beyond Value at Risk : The New Science of Risk Management
Mastering Risk Volume 1: Concepts
Advanced modelling in finance using Excel and VBA
High Yield Bonds: Market Structure, Valuation, and Portfolio Strategies
Mastering Value at Risk : A Step-by-Step Guide to Understanding and Applying VaR
Book Index