Greg Gregoriou – författare
1 586 kr
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Value-at-Risk (VaR) is a powerful toolfor assessing market risk in real time—a critical insight when making trading andhedging decisions. The VaR Modeling Handbookis the most complete, up-to-date reference onthe subject for today’s savvy investors, traders,portfolio managers, and other asset and riskmanagers.
Unlike market risk metrics such as the Greeks,or beta, which are applicable to only certainasset categories and sources of market risk,VaR is applicable to all liquid assets, makingit a reliable indicator of total market risk. Forthis reason, among many others, VaR has becomethe dominant method for estimatingprecisely how much money is at risk each dayin the financial markets.
The VaR Modeling Handbook is a profoundvolume that delivers practical informationon measuring and modeling risk specificallyfocused on alternative investments, banking,and the insurance sector. The perfect primerto The VaR Implementation Handbook (McGraw-Hill), this foundational resource features
The experience of 40 internationallyrecognized expertsUseful perspectives from a widerange of practitioners, researchers,and academicsCoverage on applying VaR to hedgefund strategies, microcredit loanportfolios, and economic capitalmanagement approaches for insurancecompaniesEach illuminating chapter in The VaR ModelingHandbook presents a specific topic, completewith an abstract and conclusion for quick reference, as well as numerous illustrations thatexemplify covered material. Practitioners cangain in-depth, cornerstone knowledge of VaRby reading the handbook cover to cover ortake advantage of its user-friendly format byusing it as a go-to resource in the real world.
Financial success in the markets requires confidentdecision making, and The VaR ModelingHandbook gives you the knowledge you needto use this state-of-the-art modeling methodto successfully manage financial risk.
1 151 kr
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Make the post-meltdown markets work for you,using the unparalleled insight of today’stop global investing experts!
“This book provides a collection of papers that examine tradingexecution, technical trading, and trading strategies, as well as algorithmsin different markets (equities, forex, fixed income, exchange traded funds,derivatives, and commodities) around the world. This is particularly relevantgiven the recent explosion in trading volumes.”Tarun Chordia, R. Howard Dobbs Chair in Finance,Goizueta Business School, Emory University
“This book uses a number of well-respected authors in the area of asset trading.It provides a comprehensive analysis of trading-related issues coveringmomentum trading, algorithmic trading, the use of technical trading rules,strategies for ETFs, and the role of trading volume.”Professor John Cotter, Director of the Centre for Financial Markets,University College Dublin School of Business, University College Dublin
“The Handbook of Trading is a good reference tool for both practitionersand academics. The contents cover a wide range of topical issues.”Professor Robert McGee, Director of the Center for Accounting, Auditing, and Tax Studies,College of Business Administration, Florida International University
About the Book:
Given today’s market volatility, eventhe most advanced investors can beunsure of their next move. Ratherthan rely on one or two individuals who claimgeneral knowledge on any given investingtopic, you need the advice of professionalswho have spent their entire careers developingreal expertise on more focused sectors ofthe market.
The Handbook of Trading is the only bookavailable that provides just that.Greg N. Gregoriou has amassed forty of theworld’s top academics, researchers, and practitionerswho explain how to make today’smarkets work for you. With this highly technicalbut ultimately practical guide, you haveaccess to a broad array of trading strategiesthat will put you light years ahead of thecompetition—regardless of the state of themarket.
From technical analysis and momentumtrading to algorithmic and FOREX trading,The Handbook of Trading introduces you totechniques and insights never before published,each of which has been rigorouslyback-tested and analyzed. Chapters include:
Performance Leakage and ValueDiscounts on the Toronto StockExchangeLawrence Kryzanowskiand Skander LazrakTrading in Turbulent Markets: DoesMomentum Work?Tim A. Herbergerand Daniel M. KohlertProfitability of Technical Trading Rulesin an Emerging MarketDimitrisKenourgios and Spyros PapathanasiouLeveraged Exchange-Traded Fundsand Their Trading StrategiesNaratCharupatThe Impact of Algorithmic TradingModels on the Stock MarketOhannesG. PaskelianApplying critical lessons learned from the financialcrisis of 2008–2009, the contributorsexplain how to approach turbulent marketenvironments and adjust your trading methodologiesaccordingly.
The Handbook of Trading is the go-to guidefor financial professionals seeking profits intoday’s currency, bond, and stock markets.
Correlating PowerPoint slides and readingquestions created by the contributors appear onhttp://www.mhprofessional.com/handbookoftrading.