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Bubble Value at Risk: A Countercyclical Risk Management Approach by Max C. Y. Wong (Hardcover, 2013)
Price:
£66.99
Free postage
Returns:
30 days return. Buyer pays for return postage.
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Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot. I particularly liked the more applied wisdom scattered throughout the text. Here is a practitioner explaining how things really work, or for that matter, don't work in the real world.