Articles liés à An Introduction to Value-At-Risk
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Moorad Choudhry is an MD in Group Treasury at The Royal Bank of Scotland. He is Visiting Professor at the Department of Mathematical Sciences, Brunel University, Visiting Professor at the IFS-School of Finance, Visiting Teaching Fellow at the Department of Management, Birkbeck, University of London, Vice-Chair of the Board of Directors of PRMIA, and Fellow of the Chartered Institute for Securities & Investment.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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An Introduction to Value-at-Risk (Securities and Investment Institute)
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Wiley, 2013
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An Introduction to Value-at-Risk
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An Introduction to Value-at-Risk
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An Introduction to Value-at-Risk
Edité par
John Wiley & Sons Inc, 2013
ISBN 10 : 111831672X
ISBN 13 : 9781118316726
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An Intoduction to Value at Risk
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Kartoniert / Broschiert. Etat : New. Moorad Choudhry is an MD in Group Treasury at The Royal Bank of Scotland. He is Visiting Professor at the Department of Mathematical Sciences, Brunel University, Visiting Professor at the IFS-School of Finance, Visiting Teaching Fellow at the Department of . N° de réf. du vendeur 556567092
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Introduction to Value-At-Risk
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An Introduction to Value-at-Risk
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Etat : New. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. Series: Securities Institute. Num Pages: 224 pages, illustrations (black and white). BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 17. Weight in Grams: 348. . 2013. 5th Edition. Paperback. . . . . N° de réf. du vendeur V9781118316726
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Introduction to Value-At-Risk
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An Introduction to Value-At-Risk
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Taschenbuch. Etat : Neu. Neuware - 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 crisisTopics 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. N° de réf. du vendeur 9781118316726
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