An introduction to value-at-risk /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, NJ : John Wiley, 2006.
Edición:4th ed.
Colección:Securities Institute.
Temas:
Risk management.
Risk Management
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Risk management
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • 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.
  • 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.

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