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Book/Article Detail


 
Reading Title:
Reading Author(s):
 
 
Book Title:
Book Author(s):
Chapter:
Page Range:
1-4
Total Pages:
4
 
 
Publisher:
Publication Year:
2004
Language:
English
 
 
 
 
FRM Paid Candidate Price:         FREE
Reading Price:
GARP Member (Non-Affiliate):   FREE
 
Affiliate & Non-Member:             US$5.00
 
* Order print copy for an additional US$2.00 + shipping & handling (select at checkout)
 
 
 
 
Quantitative Level:
Non-Technical
 
 
Keywords:
 
 
Reading Abstract:
Measuring trading results within a risk-reward framework is no simple task. But Dmitri Gainullin and Marina Loscheva believe that firms can perform an objective assessment of the risks of specific trading activities via the calculation of Actual VaR.
 
 
 
 
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GARP Digital Library