The VaR Modeling Handbook. Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management.

Gregoriou, Greg N. (Hrsg.)

ISBN 10: 0071625151 / ISBN 13: 9780071625159

Edité par McGraw-Hill Professional, New York u.a, 2009

A propos de cet article

McGraw-Hill Finance & Investing. 416 S. Pp. mit Schutzumschlag. Mit schw.-w. Abb. sehr gutes Exemplar.

N° de réf. du vendeur 30475

Détails bibliographiques

• Titre: The VaR Modeling Handbook. Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management.
• Éditeur: McGraw-Hill Professional, New York u.a
• Date de parution: 2009
• Langue: anglais
• ISBN à 10 chiffres: 0071625151
• ISBN à 13 chiffres: 9780071625159
• Reliure: Pappband
• État de la jaquette: Jaquette
• Catalogues du vendeur:
  • Varia

A propos de ce titre

Synopsis

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 experts
• Useful perspectives from a widerange of practitioners, researchers, and academics
• Coverage on applying VaR to hedgefund strategies, microcredit loanportfolios, and economic capitalmanagement approaches for insurancecompanies

Each 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.

À propos de l?auteur

Greg N. Gregoriou is professor of financein the School of Business and Economics atState University of New York (Plattsburgh).He has published 25 books and is coeditorfor the peer-reviewed Journal of Derivativesand Hedge Funds and editorial board memberfor the Journal of Wealth Management, Journal ofRisk Management in Financial Institutions, andBrazilian Business Review.