Gamal Abdel Hussein Ballam
|描述：||xii, 192 leaves : ill. ; 30 cm.|
|责任：||Gamal Abdel Hussein Ballam.|
An excellent reference.
Value-at-risk is a relatively new concept. The author has been able to provide readers with an excellent overview of the evolution of VaR over the years and has also explained the relationship as well as advantages and disadvantages of VaR vis a vis other methodologies in a very simple, clear and...