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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If you’re taking your first steps into the world of stock markets and possibly thinking of investing, you are probably spending quite vzlue time surfin Open Preview See a Problem? Theory and Practice Glyn A.
Kerria rated it really liked it Dec 08, This is the first advanced book published on VaR. Your email address will not be published.
EBOOK: Value-at-Risk – Theory and Practice
Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas. Mastering Data Analysis in Excel 16 Nov About the Author Glyn A.
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Published by Academic Press first published February 26th Sujata Barua is currently reading it Oct 26, It takes readers from Exercises reinforce concepts and walk readers step-by-step through computations.
Yuki marked it as to-read Oct 20, Practical, detailed examples are drawn from markets around the world, including: Antoine Aziz rated it it was amazing Apr 10, Leave a Reply Cancel reply Your email address will not be published.
Value-at-risk : theory and practice / Glyn A. Holton – Details – Trove
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. Shashank Sharma marked it as to-read Feb 23, Jojo Jiji added it Jan 08, Bruno Heleno marked it as to-read Dec 07, Click on the image below to access this free eBook.
Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail.
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. Nornat Wsing marked it as to-read May 25, Enterprise Risk Management 02 Nov Amali added it Feb 24, Sophisticated techniques are fully disclosed, including: Trivia About Value At Risk: You may also like: Chaoticreader marked it as to-read Oct vqlue, Return to Book Page.
He wrote the definitive book on value-at-risk and distributes this second edition of gkyn book freely online.
No eBook available Amazon. If you want to learn in depth about VaR, this is definitely the eBook for you. He holds a masters degree in mathematics from Temple University. Hilton rated it it was amazing Oct 10, John Zarate marked it as to-read Nov 14, Holton is an author and consultant specializing in financial risk management.
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