The VAR Implementation Handbook: Risk-Managing the Uncertainty in VaR Model Parameters

The following is a chapter from The VaR Implementation Handbook , which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.