An introduction to value-at-risk /

Mostrar otras versiones (1)

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 e...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad
Autores Corporativos: Securities Institute, Chartered Institute for Securities & Investment
Otros Autores: Wong, Max C. Y. (Max Chan Yue)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex : Wiley, 2013.
Edición:Fifth edition
Colección:Securities Institute.
Temas:
Risk management.
Risk management > Econometric models.
Risk Management
Gestion du risque.
Gestion du risque > Modèles économétriques.
risk management.
Risk management > Econometric models
Risk management
Value at Risk
Finance.
Finance and Accounting.
Acceso en línea:Texto completo
Descripción
Sumario: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 w.
Descripción Física:1 online resource (xxii, 200 pages) : illustrations
Also available in print format.
Bibliografía:Includes bibliographical references (pages 185-186) and index.
ISBN:9781118316702
1118316703
111831672X
9781118316726

Ejemplares similares