Jorion: Value at Risk
Jorion, Ph. Value at Risk: the new benchmark for managing financial risk McGraw-Hill, 3rd ed., 2007
This is the source of knowledge on VAR you cannot skip!
[I will put here its table of content, once found]
Jorion, Ph. Value at Risk: the new benchmark for managing financial risk McGraw-Hill, 3rd ed., 2007
This is the source of knowledge on VAR you cannot skip!
[I will put here its table of content, once found]