The VAR Implementation Handbook, Chapter 11 by Greg N. Gregoriou
Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital (McGraw-Hill Finance & Investing)

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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.

About Greg N. Gregoriou

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Greg N. Gregoriou is professor of finance in the School of Business and Economics at State University of New York (Plattsburgh). He has published 25 books and is coeditor for the peer-reviewed Journal of Derivatives and Hedge Funds and editorial board member for the Journal of Wealth Management, Journal of Risk Management in Financial Institutions, and Brazilian Business Review.
Published February 19, 2009 by McGraw-Hill. 26 pages
Genres: Business & Economics. Non-fiction

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