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An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments

by Gamal Abdel Hussein Ballam

  Thesis/dissertation : Thesis/dissertation : Manuscript   Archival Material

An excellent reference.   (2012-11-09)


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by Jalanie77

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 precise way. An excellent reference.


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