introduction value at risk di choudhry moorad (23 risultati)

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Paperback. Condizione: VG. 171pp. Index. Wear wraps.

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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Paperback. Condizione: new. Paperback. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhrys 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-riskVariance-covariance methodologyPortfolio VaRCredit risk and credit VaRStressed VaRCritique and VaR during crisis Topics are illustrated with Bloomberg screens, worked examples and exercises. 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 risk measurement techniques. Foreword by Carol Alexander, Professor of Finance, University of Sussex. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Condizione: New. pp. 224.

Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days. 375.

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Condizione: New. pp. 224 Index 5th Edition.

Condizione: New. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. Series: Securities Institute. Num Pages: 224 pages, illustrations (black and white). BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 17. Weight in Grams: 348. . 2013. 5th Edition. Paperback. . . . .

Condizione: New. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. Series: Securities Institute. Num Pages: 224 pages, illustrations (black and white). BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 17. Weight in Grams: 348. . 2013. 5th Edition. Paperback. . . . . Books ship from the US and Ireland.

Paperback. Condizione: new. Paperback. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhrys 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-riskVariance-covariance methodologyPortfolio VaRCredit risk and credit VaRStressed VaRCritique and VaR during crisis Topics are illustrated with Bloomberg screens, worked examples and exercises. 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 risk measurement techniques. Foreword by Carol Alexander, Professor of Finance, University of Sussex. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Paperback. Condizione: new. Paperback. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhrys 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-riskVariance-covariance methodologyPortfolio VaRCredit risk and credit VaRStressed VaRCritique and VaR during crisis Topics are illustrated with Bloomberg screens, worked examples and exercises. 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 risk measurement techniques. Foreword by Carol Alexander, Professor of Finance, University of Sussex. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Taschenbuch. Condizione: Neu. Neuware - The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth 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\* Portfolio VaR\* Credit risk and credit VaR\* Stressed VaR\* Critique and VaR during crisisTopics are illustrated with Bloomberg screens, worked examples and exercises. 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 risk measurement techniques.Foreword by Carol Alexander, Professor of Finance, University of Sussex.

Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 375.