Average Reviews:
(More customer reviews)Good Points:-
1) Simple math; good for beginners;
2) Practical; you can develop your own simple model;
3) Thin; it will only takes you three weeks to read and develop a model for yourself to see;
4) With simple examples to demonstrate key concepts; and
5) Most relevant concepts are included.
Bad Points:-
1) Not enough details for immediate/advanced learners;
2) Does not explain why each step is necessary & how the formula or assumptions behind each step; and
3) The question of "how a bank actually calculates a VaR" is left unanswered. That is, implementation part is not discussed.
Click Here to see more reviews about: Mastering Value Risk: A step-by-step guide to understanding & applying VAR
0 comments:
Post a Comment