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An introduction to value-at-risk /
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth 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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, England ; Hoboken, NJ :
John Wiley,
2006.
|
| Edición: | 4th ed. |
| Colección: | Securities Institute.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 100 | 1 | |a Choudhry, Moorad. | |
| 245 | 1 | 3 | |a An introduction to value-at-risk / |c Moorad Choudhry. |
| 250 | |a 4th ed. | ||
| 260 | |a Chichester, England ; |a Hoboken, NJ : |b John Wiley, |c 2006. | ||
| 300 | |a 1 online resource (xviii, 171 pages) : |b illustrations | ||
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| 504 | |a Includes bibliographical references (page 161) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a COVER CONTENTS Foreword Preface Preface to the first edition About the author 1: INTRODUCTION TO RISK 2: VOLATILITY AND CORRELATION 3: VALUE-AT-RISK 4: VALUE-AT-RISK FOR FIXED INTEREST INSTRUMENTS. | |
| 505 | 0 | |a 5: OPTIONS: RISK AND VALUE-AT-RISK 6: MONTE CARLO SIMULATION AND VALUE-AT-RISK 7: REGULATORY ISSUES AND STRESS-TESTING 8: CREDIT RISK AND CREDIT VALUE-AT-RISK Case Study and Exercises. | |
| 520 | |a The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth 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. | ||
| 546 | |a English. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Risk management. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Insurance |x Risk Assessment & Management. |2 bisacsh | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 1 | 7 | |a Risk management. |2 gtt |
| 776 | 0 | 8 | |i Print version: |a Choudhry, Moorad. |t Introduction to value-at-risk. |b 4th ed. |d Chichester, England ; Hoboken, NJ : John Wiley, 2006 |z 0470017570 |z 9780470017579 |w (DLC) 2006297257 |w (OCoLC)62532728 |
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