Value at Risk

Hongmu Lee
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Hongmu Lee: Waseda University

Chapter 7 in Risk Management, 2021, pp 75-87 from Springer

Abstract: Abstract Value at risk (VaR) is a typical technique for quantitative risk analysis. This chapter outlines VaR.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-981-16-3468-0_7

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DOI: 10.1007/978-981-16-3468-0_7

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