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

Choudhry,Moorad

John Wiley & Sons

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An Introduction To Value-At-Risk 5Th Edition

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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

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