Implementing Value at Risk Book

Implementing Value at Risk, 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 banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the, Implementing Value at Risk

3.5 out of 5 stars based on 2 reviews

Implementing Value at Risk
Written by author P. Best
Published by Wiley, John & Sons, Incorporated, February 1999
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 banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the
This book came about through a series of speeches given at industry seminars on Value at Risk and Stress Testing. Delegates and presenters often commented that the methods presented should be written down. This book is the realisation of those conversatio

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Book Categories

Authors

Preface
Acknowledgements
1 Defining risk and VAR 1
2 Covariance 14
3 Calculating VAR using simulation 32
4 Measurement of volatility and correlation 57
5 Implementing value at risk 103
6 Stress testing 128
7 Managing risk with VAR 141
8 Risk adjusted performance measurement 149
9 Regulators and risk management 174
10 Introduction to the spreadsheets 197
References and further reading 199
Index 201

Title: Implementing Value at Risk

Manufacturer:

Wiley

Item Number: 9780471972051

Publication Date: February 1999

Product Description: Implementing Value at Risk

Universal Product Code (UPC): 9780471972051

WonderClub Stock Keeping Unit (WSKU): 9780471972051

Rating: 3.5/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/20/51/9780471972051.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 6.240 cm (2.46 inches)

Heigh : 9.130 cm (3.59 inches)

Depth: 0.750 cm (0.30 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

Price	Condition	Delivery	Seller	Action
$99.99	Digital	Arrives between Apr 23 - May 23 Login to your account for a direct download. Some files are emailed from Dropbox. Continent $0.00 - World $0.00	WonderClub (9295 total ratings)

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Brett Houser

reviewed Implementing Value at Risk on May 19, 2017

Implementing Value at Risk

What can you say about a classic? It persuasively demanded that corporate theorists recognize the place noneconomic political forces like populism and preference for local banking have played in making corporate governance what it is. I would be interested in finding an retrospective after the deregulation of the late 90s to see whether that has changed the situation.

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Implementing Value at Risk, 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 banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the, Implementing Value at Risk

Add Implementing Value at Risk, 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 banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the, Implementing Value at Risk to the inventory that you are selling on WonderClub

Add Implementing Value at Risk, 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 banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the, Implementing Value at Risk to your collection on WonderClub

Implementing Value at Risk Book

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	Preface
	Acknowledgements
1	Defining risk and VAR	1
2	Covariance	14
3	Calculating VAR using simulation	32
4	Measurement of volatility and correlation	57
5	Implementing value at risk	103
6	Stress testing	128
7	Managing risk with VAR	141
8	Risk adjusted performance measurement	149
9	Regulators and risk management	174
10	Introduction to the spreadsheets	197
	References and further reading	199
	Index	201