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

Business & Finance, Personal Finance, Investing, Finance & Investing, Finance
Cover of the book The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management by Greg N. Gregoriou, McGraw-Hill Education
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Greg N. Gregoriou ISBN: 9780071713641
Publisher: McGraw-Hill Education Publication: February 22, 2010
Imprint: McGraw-Hill Education Language: English
Author: Greg N. Gregoriou
ISBN: 9780071713641
Publisher: McGraw-Hill Education
Publication: February 22, 2010
Imprint: McGraw-Hill Education
Language: English

Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time— a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers.

Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making it a reliable indicator of total market risk. For this reason, among many others, VaR has become the dominant method for estimating precisely how much money is at risk each day in the financial markets.

The VaR Modeling Handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking, and the insurance sector. The perfect primer to The VaR Implementation Handbook (McGraw- Hill), this foundational resource features

  • The experience of 40 internationally recognized experts
  • Useful perspectives from a wide range of practitioners, researchers, and academics
  • Coverage on applying VaR to hedge fund strategies, microcredit loan portfolios, and economic capital management approaches for insurance companies

Each illuminating chapter in The VaR Modeling Handbook presents a specific topic, complete with an abstract and conclusion for quick reference, as well as numerous illustrations that exemplify covered material. Practitioners can gain in-depth, cornerstone knowledge of VaR by reading the handbook cover to cover or take advantage of its user-friendly format by using it as a go-to resource in the real world.

Financial success in the markets requires confident decision making, and The VaR Modeling Handbook gives you the knowledge you need to use this state-of-the-art modeling method to successfully manage financial risk.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time— a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers.

Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making it a reliable indicator of total market risk. For this reason, among many others, VaR has become the dominant method for estimating precisely how much money is at risk each day in the financial markets.

The VaR Modeling Handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking, and the insurance sector. The perfect primer to The VaR Implementation Handbook (McGraw- Hill), this foundational resource features

Each illuminating chapter in The VaR Modeling Handbook presents a specific topic, complete with an abstract and conclusion for quick reference, as well as numerous illustrations that exemplify covered material. Practitioners can gain in-depth, cornerstone knowledge of VaR by reading the handbook cover to cover or take advantage of its user-friendly format by using it as a go-to resource in the real world.

Financial success in the markets requires confident decision making, and The VaR Modeling Handbook gives you the knowledge you need to use this state-of-the-art modeling method to successfully manage financial risk.

More books from McGraw-Hill Education

Cover of the book Pediatric Practice: Endocrinology, 2nd Edition by Greg N. Gregoriou
Cover of the book Think Yourself Successful: Rewire Your Mind, Become Confident, and Achieve Your Goals by Greg N. Gregoriou
Cover of the book Leading Your Business Forward: Aligning Goals, People, and Systems for Sustainable Success by Greg N. Gregoriou
Cover of the book Perfect Phrases for Perfect Hiring: Hundreds of Ready-to-Use Phrases for Interviewing and Hiring the Best Employees Every Time by Greg N. Gregoriou
Cover of the book End Procrastination Now!: Get it Done with a Proven Psychological Approach by Greg N. Gregoriou
Cover of the book Schaum's Outline of Mathematics for Liberal Arts Majors by Greg N. Gregoriou
Cover of the book SAP Business Information Warehouse Reporting by Greg N. Gregoriou
Cover of the book Lean Six Sigma Using SigmaXL and Minitab by Greg N. Gregoriou
Cover of the book Manufacturing Planning and Control for Supply Chain Management: The CPIM Reference, 2E by Greg N. Gregoriou
Cover of the book The Eureka Method: How to Think Like an Inventor by Greg N. Gregoriou
Cover of the book Perfect Phrases for the Perfect Interview: Hundreds of Ready-to-Use Phrases That Succinctly Demonstrate Your Skills, Your Experience and Your Value in Any Interview Situation by Greg N. Gregoriou
Cover of the book Aircraft Powerplants, Ninth Edition by Greg N. Gregoriou
Cover of the book Building Financial Models, Chapter 6 - The Model Building Toolbox by Greg N. Gregoriou
Cover of the book Practice Makes Perfect English Problem Solver (EBOOK) by Greg N. Gregoriou
Cover of the book Building Financial Models, Chapter 3 - Setting the Stage by Greg N. Gregoriou
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy