Risk, VAR Books recommendation

[tomcat]

Hi,

Can anyone recommend any books on risk mgt and VAR?

Thanks,

Tomcat

 

[Rhody Trader]

This book comes recommended:

Mastering Value at Risk (Cormac, Butler)

Hope it helps.

 

[tomcat]

Thanks ...I have just bought this..

Tomcat.

This book comes recommended:

Mastering Value at Risk (Cormac, Butler)

Hope it helps.