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Language: en
Pages: 224
Pages: 224
Type: BOOK - Published: 2000-11-21 - Publisher: John Wiley & Sons
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the bank
Language: en
Pages: 405
Pages: 405
Type: BOOK - Published: 2003 - Publisher:
Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. It describes how to design, implemen
Language: en
Pages: 276
Pages: 276
Type: BOOK - Published: 2010-07-26 - Publisher: Elsevier
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applic
Language: en
Pages: 174
Pages: 174
Type: BOOK - Published: 2018-02-01 - Publisher: Springer
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It ou
Language: en
Pages: 194
Pages: 194
Type: BOOK - Published: 2007-01-11 - Publisher: John Wiley & Sons
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry’s benchma