Articoli correlati a An Introduction to Value at Risk 4e
Sinossi
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole.
Topics covered include:
- Defining value-at-risk
- Variance-covariance methodology
- Monte Carlo simulation
- Portfolio VaR
- Credit risk and credit VaR
Topics are illustrated with Bloomberg screens, worked examples, exercises and case studies. Related issues such as statistics, volatility and correlation are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to financial market risk management and value-at-risk.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
Dr. Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Centre for Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.
Dalla quarta di copertina
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry s benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole.
Topics covered include:
- Defining value-at-risk
- Variance-covariance methodology
- Monte Carlo simulation
- Portfolio VaR
- Credit risk and credit VaR
Topics are illustrated with Bloomberg screens, worked examples, exercises and case studies. Related issues such as statistics, volatility and correlation are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to financial market risk management and value-at-risk.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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An Introduction to Value-at-Risk (4th Edition) (The Securities and Investment Institute)
Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9780470017579. Codice articolo 9195785
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An Introduction to Value-at-Risk (4th Edition) (The Securities and Investment Institute)
Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9780470017579. Codice articolo 9195786
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An Introduction to Value at Risk 4e (Securities Institute)
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Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR003968103
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An Introduction to Value-at-Risk Fourth Edition (Securities Institute)
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Paperback. Condizione: Very Good. An Introduction to Value-at-Risk Fourth Edition (Securities Institute) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Codice articolo 7719-9780470017579
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An Introduction to Value-at-Risk Fourth Edition (Securities Institute)
Da: Bahamut Media, Reading, Regno Unito
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Paperback. Condizione: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Codice articolo 6545-9780470017579
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An Introduction to Value-at-Risk
Editore:
Wiley & Sons, Incorporated, John, 2006
ISBN 10: 0470017570
ISBN 13: 9780470017579
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An Introduction to Value-at-Risk
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Paperback. Condizione: VG. 171pp. Index. Wear wraps. Codice articolo 209573
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An Introduction to Value at Risk 4e (Securities Institute)
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Condizione: good. The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing. Codice articolo BSM.PKKN
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An Introduction to Value at Risk 4e (Securities Institute)
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paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_433640069
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An Introduction to Value at Risk 4e
Editore:
John Wiley and Sons Ltd, 2006
ISBN 10: 0470017570
ISBN 13: 9780470017579
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Condizione: Usado - bueno. Codice articolo 9780470017579
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