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Oscar Knightley
The book also integrates a wide range of in-depth case studies
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The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management liquidity risk Oscar KnightleyAuthor(s): Gregoriou, Greg N. Value at Risk (VaR) is a powerful toolfor assessing market risk in real timea critical insight when making trading andhedging decisions. The VaR Modeling Handbookis the most complete, up to date reference onthe subject for todays savvy investors, traders,portfolio managers, and other asset and riskmanagers. Unlike market risk metrics such as the Greeks,or beta, which are applicable to only certainasset categories and