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Introduction to Value-At-Risk
discussed, the banking institutions were the primary originators of the VAR concept. Their trading ... also design specified pricing functions to take care of nonlinearities. Now I can price options. I can ...- Authors: Edward P Mohoric, Deborah K Orlando, Mark C Abbott
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Value at risk - Finance & Investments