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var
(redirected from Value at risk)

    Also found in: Dictionary/thesaurus, Financial, Acronyms, Wikipedia 0.01 sec.
Var, department (1990 pop. 828,300), SE France, in Provence. Draguignan Draguignan , town (1990 pop. 32,851), capital of Var dept., SE France, in Provence. It is a rural town with some medieval remains. Tourism and textiles are the major industries. The old summer palace of the bishops of Fréjus (18th cent.), now a museum, is there.
..... Click the link for more information.  is the capital.
VAR
(Value Added Reseller) An organization that adds value to a system and resells it. For example, it could purchase a CPU and peripherals from different vendors, graphics software from another and package it all together as a specialized CAD system. Although VARs typically repackage products, they might also include programs they have developed themselves. The terms VAR and ISV are often used interchangeably. See OEM, ISV and systems integrator.
Var
1. a department of SE France, in Provence-Alpes-C?te-d'Azur region. Capital: Toulon. Pop.: 946 305 (2003 est.). Area: 6023 sq. km (2349 sq. miles)
2. a river in SE France, flowing southeast and south to the Mediterranean near Nice. Length: about 130 km (80 miles)
var
(electricity)
volt-ampere reactive
VAR
(navigation)
visual-aural range
1.VAR - Value Added Reseller (or retailer).
2.var - variable
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Topics include; evaluating equity options, interest rate stochastic models and their application to bond options, the basis of quantitative risk management, prudent rules for banks within the framework of the Basel II rules, and value at risk (VarR and TVaR) models and portfolio choices.
Mathematical finance; deterministic and stochastic models by Reference & Research Book News
Faced with the unprecedented debacles of large financial institutions, the severe freezing of credit markets and huge losses of investors' pensions and investment portfolios, Manuel Russon's paper on measuring the Value at Risk (VaR) of an investment portfolio is timely and valuable.
From the special issue editor by Lu, Victor F. / Review of Business
Specifically, we apply multivariate stable distributions to value at risk (VaR) modeling during the period of economic turbulence known as the Asian Currency Crisis.
Economics by Michigan Academician
 
 
 
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