Market risk analysis [Vol. IV]: value at risk models

By:

Alexander, Carol

Material type:

TextPublication details: England: John Whiley & Sons, Ltd, 2008. Description: 449pISBN:

9780470997888

Subject(s):

Summary: Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.

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Holdings
Cover image	Item type	Current library	Home library	Collection	Shelving location	Call number	Materials specified	Vol info	URL	Copy number	Status	Notes	Date due	Barcode	Item holds	Item hold queue priority	Course reserves
	Books	Main Library (First Floor, Rack No.08)				332.0152 ALE V.4 (Browse shelf(Opens below))					Reference Only			37844
	Books	Main Library (First Floor, Rack SM.01)				332.015195 ALE v.4 (Browse shelf(Opens below))					Reference Only			37848

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.

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