Abstract
The increase in volatilities in world markets has made risk management tools a necessity for understanding and controlling risk exposure.
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Mostafa, F., Dillon, T., Chang, E. (2017). Value-at-Risk. In: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk. Studies in Computational Intelligence, vol 697. Springer, Cham. https://doi.org/10.1007/978-3-319-51668-4_8
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DOI: https://doi.org/10.1007/978-3-319-51668-4_8
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-51668-4
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