Vares calculator: a mobile application to estimate market risk / Imbarine Bujang, Ahmad Fauze Abdul Hamit and Taufik Abd Hakim
Value-at-Risk or VaR has been widely used as the main measure for market risk since its inception in 1996 by JP Morgan. VaR is used to estimate and quantify general market risk which includes interest rate risk, equity risk, commodity risk and exchange rate risk within specific time horizon. VaR sig...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Book Section |
| Language: | English |
| Published: |
Division of Research and Industry Linkages
2017
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| Subjects: | |
| Online Access: | http://ir.uitm.edu.my/id/eprint/47896/1/47896.pdf http://ir.uitm.edu.my/id/eprint/47896/ |
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