TY  - BOOK
AU  - Holton, Glyn A.
TI  - Value - at - risk: theory and practice
SN  - 0-12-354010-0
AV  - HG/4529/H65/2003 
CY  - California
KW  - Value at risk
KW  - Practica
KW  - Teoría
N1  - Contiene: 1. Preface.- 2. Value -at-risk.- 3. Probaility.- 4. Statistics and time series analysis.- 5. Monte Carlo method.- 6. Market data.- 7. Transformations
ER  -