Frete Grátis
  • Google Plus

An Introduction To Value-At-Risk 5Th Edition (Cód: 9240394)

Choudhry,Moorad

John Wiley & Sons

Ooops! Este produto não está mais a venda.
Mas não se preocupe, temos uma versão atualizada para você.

Ooopss! Este produto está fora de linha, mas temos outras opções para você.
Veja nossas sugestões abaixo!

R$ 397,30 em até 10x de R$ 39,73 sem juros
Cartão Saraiva R$ 377,44 (-5%) em até 1x no cartão ou em até 12x de R$ 33,11 sem juros
Grátis

Cartão Saraiva
Quer comprar em uma loja física? Veja a disponibilidade deste produto
?

Entregas internacionais: Consulte prazos e valores de entrega para regiões fora do Brasil na página do Carrinho.

ou receba na loja com frete grátis

X

* Válido para compras efetuadas em dias úteis até às 18:00, horário de Brasília, com cartão de crédito e aprovadas na primeira tentativa.

Formas de envio Custo Entrega estimada
X Consulte as lojas participantes

Saraiva MegaStore Shopping Eldorado Av. Rebouças, 3970 - 1º piso - Pinheiros CEP: 05402-600 - São Paulo - SP

Descrição

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text 'An Introduction to Value-at-Risk' offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole. Topics covered include: Defining value-at-risk Variance-covariance methodology Portfolio VaR Credit risk and credit VaR Stressed VaR Critique and VaR during crisis Topics are illustrated with Bloomberg screens, worked examples and exercises. Related issues such as statistics, volatility and correlation are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to financial market risk management and risk measurement techniques. Foreword by Carol Alexander, Professor of Finance, University of Sussex. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text 'An Introduction to Value-at-Risk' offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole.Coverage includes: Defining value-at-risk Variance-covariance methodology Portfolio VaR Credit risk and credit VaR Stressed VaR Credit valuation adjustment VaR VaR during crisis and the way forward Topics are illustrated with Bloomberg screens, worked examples and exercises. Related issues such as statistics, volatility and correlation are also introduced as necessary background for student and practitioners. This is essential reading for all those who require an introduction to financial market risk management and risk measurement techniques. Foreword by Alexander, Carol

Características

Produto sob encomenda Sim
Marca John Wiley & Sons
Cód. Barras 9781118316726
Altura 22.61 cm
I.S.B.N. 9781118316726
Profundidade 2.03 cm
Referência 020942941
Acabamento Brochura
Número da edição 5
Ano da edição 2013
Idioma Inglês
Número de Páginas 224
Peso 0.34 Kg
Largura 14.99 cm
AutorChoudhry,Moorad

Avaliações

Avaliação geral: 0

Você está revisando: An Introduction To Value-At-Risk 5Th Edition

An Introduction To Value-At-Risk 5Th Edition (Cód: 9240394) An Introduction To Value-At-Risk 5Th Edition (Cód: 9240394)
R$ 397,30
An Introduction To Value-At-Risk 5Th Edition (Cód: 9240394) An Introduction To Value-At-Risk 5Th Edition (Cód: 9240394)
R$ 397,30