2 Results
00IIE
Cover image for Mastering value at risk : a step-by-step guide to understanding and applying VaR
by 
Butler, Cormac.
Format: 
Books
Publication Date 
1999
Excerpt: 
measurement -- Fixed income products -- Measuring the risk of complex derivative products -- The Greeks
Available: Copies:
Cover image for Implementing value at risk
by 
Best, Philip.
Format: 
Regular print
Publication Date 
1998
Excerpt: 
adjusted performance measurement -- Regulators and risk management -- Introduction to the spreadsheets.
Available: Copies: