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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Value At Risk: Theory And Practice
Account Options Sign in. If you want to learn in depth about VaR, this is definitely the eBook for you.
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Value At Risk: Theory And Practice by Glyn A. Holton
Nornat Wsing marked it as to-read May 25, Yuki marked it as to-read Oct 20, My library Help Advanced Book Search. 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. Kerria rated it valie liked it Dec 08, Read, highlight, and take notes, across web, tablet, and phone.
Xun Liao marked it as to-read Jul 06, Delano Luigi marked it as to-read Mar 11, Jojo Jiji added it Jan 08, Sophisticated techniques are fully disclosed, including: Holtoj Preview See a Problem? Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas.
EBOOK: Value-at-Risk – Theory and Practice
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Exercises reinforce concepts and walk readers step-by-step through computations. It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. Ricardo rated it it was amazing Oct 10, Kapil added it May 05, Vadim Tcacenco added it May 24, If you’re taking your first steps into the world of stock markets and possibly thinking of investing, you are probably spending quite some time surfin No eBook flyn Amazon.
Albert added it Mar 04, Sophisticated techniques are fully disclosed, including: Kostiantyn Klekota added it Apr 20, No trivia or quizzes yet. This gly is not yet featured on Listopia. Value-at-risk VaR is a holtln of market risk that has been widely adopted since the mids for use on trading floors. Return to Book Page.
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It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. Alvaro Neill holgon it as to-read Jun vslue, Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Click on the image below to access this free eBook. Lists with This Book.
EBOOK: Value-at-Risk – Theory and Practice – Risk Management Guru
He formed his practice inand has since worked with hundreds of professionals in implementing value-at-risk and related solutions. 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. Mastering Data Analysis in Ylyn 16 Nov Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors.
Eduardo marked it as to-read Sep 16,