8 Pages Posted: 13 Nov 2015
Date Written: August 3, 2013
We develop a self-contained pedagogical introduction to monetary measures of risk. This part deals with general definitions and a treatment of Value-at-Risk.
Suggested Citation: Suggested Citation
Lecesne, Lionel and Roncoroni, Andrea, Monetary Measurement of Risk: A Critical Overview - Part I: General Definitions and Value-at-Risk (August 3, 2013). Available at SSRN: https://ssrn.com/abstract=2689131 or http://dx.doi.org/10.2139/ssrn.2689131