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An Introduction to Value-at-Risk


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The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth ...

An Introduction to Value-At-Risk 2006, Wiley, Chichester, England

ISBN-13: 9780470017579

4th edition

Trade paperback

An Introduction to Value-at-Risk 2002, Securities Institute ltd, London

ISBN-13: 9781843070351

3rd edition

Trade paperback