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Synopsis
This work provides a comprehensive reference source on the development and application of VAR in financial institutions and corporations. It is an edited collection of 40 articles tracing the development, applications and future of this ubiquitous methodology.
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Review
VAR - Understanding and Applying Value-at-Risk is a very useful collection of available material on this important methodology of risk management. -- Satyajit Das, Finance and Treasury Association
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VAR Understanding and Applying Value at Risk
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