"Foreword by Professor Carol Alexander"--Cover.
Introduction to risk
Volatility and correlation
Value-at-risk
Value-at-risk for fixed interest instruments
Options: risk and value-at-risk
Monte Carlo simulation and value-at-risk
Regulatory issues and stress-testing
Credit risk and credit value-at-risk
A review of value-at-risk.
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An introduction to value-at-risk by Moorad Choudhry. ISBN 9781118316726. Published by Wiley in 2013. Publication and catalogue information, links to buy online and reader comments.
