Introduction to Value-at-Risk (e-bok)
Fler böcker inom
Format
E-bok
Filformat
PDF med Adobe-kryptering
Om Adobe-kryptering
PDF-böcker lämpar sig inte för läsning på små skärmar, t ex mobiler.
Nedladdning
Kan laddas ned under 24 månader, dock max 3 gånger.
Språk
Engelska
Antal sidor
224
Utgivningsdatum
2013-04-16
Förlag
Wiley
ISBN
9781118316702
Introduction to Value-at-Risk (e-bok)

Introduction to Value-at-Risk (e-bok)

E-bok (PDF - DRM), Engelska, 2013-04-16
689
Laddas ned direkt
Läs i vår app för iPhone, iPad och Android
Finns även som
  • Laddas ned direkt
    689
  • Skickas inom 11-20 vardagar (specialorder)
    509
Visa alla 2 format & utgåvor
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 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.
Visa hela texten

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Bloggat om Introduction to Value-at-Risk