Téléchargez le livre : An Introduction to Value-at-Risk

An Introduction to Value-at-Risk

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Éditeur :

Wiley


Collection :

Securities Institute

Paru le : 2013-08-29

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Description

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.
Pages
224 pages
Collection
Securities Institute
Parution
2013-08-29
Marque
Wiley
EAN papier
9781118316726
EAN PDF
9781118316702
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
224
Taille du fichier
4762 Ko
Prix
50,99 €
EAN EPUB
9781118316696
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
224
Taille du fichier
4383 Ko
Prix
50,99 €

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