The VAR Implementation Handbook, Chapter 16 - Risk Evaluation of Sectors Traded at the ISE with VaR Analysis

The following is a chapter from <i>The VaR Implementation Handbook</i>, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry’s most respected academics, practitioners, and consultants.

Book details

• Author: Greg N. Gregoriou
• Publisher: McGraw Hill (Professional)
• eText ISBN: 9780071732758
• Print ISBN: 9780071732758
• Format: Fixed Layout
• Language: en
• Copyright: 2009