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.
|Published (Last):||12 May 2014|
|PDF File Size:||8.76 Mb|
|ePub File Size:||2.52 Mb|
|Price:||Free* [*Free Regsitration Required]|
Mastering Data Analysis in Excel 16 Nov Albert added it Mar 04, Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail.
Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas.
Sophisticated vaalue are fully disclosed, including: What do real-life Quant Trading Signals look like?
EBOOK: Value-at-Risk – Theory and Practice
He is also an active blogger in GlynHolton. It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form.
Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Lists with This Book.
My library Help Advanced Book Search. Holton is an independent consultant specializing in financial risk management.
Value-at-risk: Theory and Practice – Glyn A. Holton – Google Books
Thanks for telling us about the problem.
Bruno Heleno marked it as to-read Dec 07, Real Time Stock Prices in Excel Excel is undoubtedly the best platform for performing custom tasks on your stock portfolio, such as generating performance charts with respect to non It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. Kostiantyn Klekota added it Apr 20, Trivia About Value At Risk: Altug Dayioglu rated it it was amazing Sep 27, Antoine Aziz rated it it was amazing Apr 10, If you want to learn in depth about VaR, this is definitely the eBook for you.
Sujata Barua is currently reading it Oct 26, Shashank Sharma marked it as to-read Feb 23, Anca Sorina marked it as to-read May 14, Eduardo marked it as to-read Sep 16, Account Options Sign in. To see what your friends thought of this book, please sign up. It takes readers from Fabio Benedetti marked it as to-read Dec 12, 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.
Our blog broadly covers topics on Governance, Risk Management and Compliance and is directed equally for professionals and students in these fields. Alice Xiao marked it as glyyn Dec 05, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors.
Practical, detailed examples are drawn from markets around the world, including: