Holton, Glyn A. <br/><br/>
Value - at - risk: theory and practice 

 - California  Academic Press  2003 
 - 408 p. 
<br/><br/>Contiene: 1. Preface.- 2. Value -at-risk.- 3. Probaility.- 4. Statistics and time series analysis.- 5. Monte Carlo method.- 6. Market data.- 7. Transformations. 
<br/><br/><label>ISBN: </label>0-12-354010-0 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Value at risk
<br/><br/><label>Subjects--Index Terms: </label>Practica Teorķa 
<br/><br/><label>LC Class. No.: </label>HG/4529/H65/2003