Value at Risk
- 1 March 2000
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 56 (2) , 47-67
- https://doi.org/10.2469/faj.v56.n2.2343
Abstract
This article is a self-contained introduction to the concept and methodology of value at risk (VAR), a recently developed tool for measuring an entity's exposure to market risk. We explain the conc... We provide an introduction to the concept and methodology of value at risk (VAR), a recently developed tool for measuring an entity's exposure to market risk. We explain the concept of VAR, describ...Keywords
This publication has 1 reference indexed in Scilit:
- An Overview of Value at RiskThe Journal of Derivatives, 1997