For a given probability and time horizon, value-at-risk indicates an amount of money such that there is that probability of the portfolio not losing. Machine derived contents note: Table of contents for Value-at-risk: theory and practice / Glyn A. Holton. Bibliographic record and links to related information. Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mids for use on trading floors. This is the first advanced book.
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Jojo Jiji added it Jan 08, Ricardo rated it it was amazing Oct 10, John Zarate marked it as to-read Nov 14, Return to Book Page. Alice Xiao marked it as to-read Dec 05, Lists with This Book. Suwapong marked glyj as to-read Jan 25, Theory and Practice Glyn A.
Just a moment while we sign you in to your Goodreads account. Mastering Data Analysis in Excel 16 Nov Alvaro Neill marked it as to-read Jun 02, It describes how to design, implement, and use scalable production VaR measures on actual trading floors.
Value-at-risk VaR is a measure of market risk that has been glny adopted since the mids for use on trading floors. Anca Sorina marked it as to-read May 14, If you continue to use this site we will assume that rsk are happy with it.
EBOOK: Value-at-Risk – Theory and Practice
This is the first advanced book published on VaR. He holds a masters degree in mathematics from Temple University.
Please contact us if you have any questions or need specific information. Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors.
Value-at-risk: Theory and Practice – Glyn A. Holton – Google Books
Aydan marked it as to-read Jan 09, This is the first advanced book published on VaR. Fabio Benedetti marked it flyn to-read Dec 12, My library Help Advanced Book Search.
Leave a Reply Cancel reply Your email address will not be published. Kostiantyn Klekota added it Apr 20, Albert added it Mar 04, You may also like: Sujata Barua is currently reading it Oct 26, Sophisticated techniques are fully disclosed, including: Xun Liao marked it as to-read Jul 06, rixk It takes readers from Hear from the experts. This book is not yet featured on Listopia.
Value At Risk: Theory And Practice
No eBook available Amazon. Walterpaiva added it Sep 01, Theory And Practice by Glyn A.
Published by Academic Press first published February 26th Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Kapil added it May 05, Nornat Wsing marked it as to-read May 25, Hurel Omam marked it as to-read Mar 06, Active in risk management, market risk control, front office risk management, product control, change and transformation management, business analysis and business process improvement for global capital markets and investment banking, covering a multiple range of asset classes.
Previously, he was a market risk manager for the Bank of Boston, a vice president for Fidelity Investments, and an actuarial associate for Metropolitan Life. Vadim Tcacenco added it May gisk,