I am looking for a good book on Value at Risk(VaR)?
I am doing my internship in finance and my profile is Asset-Liability Management.....i just finished studying the concepts of duration analysis and ve completed a model on that. So now am going to study 'Value at Risk' measurement of IRR....so i would like to know a good book on VaR so that i can look into t in detail....
- LightLv 51 decade agoFavorite Answer
Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk by Philippe Jorion is a good one