TY  - BOOK
AU  - Alexander,Carol
TI  - Market risk analysis: value-at-risk models 
SN  - 9780470997994 (set)
U1  - 658.15'5  22
PY  - 2008///
CY  - Hoboken, N.J. : , Chichester, England
PB  - John Wiley
KW  - Hedging (Finance)
KW  - Financial risk management
N1  - Includes bibliographical references (p. 437-439) and index;  v. 1. Quantitative methods in finance -- v. 2. Practical financial econometrics -- v. 3. Pricing, hedging and trading financial instruments -- v. 4. Value-at-risk model
N2  - This book provides the most comprehensive, rigorious and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume 1, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from other volumes
ER  -