The VAR Implementation Handbook

Business & Finance, Personal Finance, Investing, Finance & Investing, Nonfiction, Health & Well Being, Self Help
Cover of the book The VAR Implementation Handbook by Greg N. Gregoriou, McGraw-Hill Education
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Greg N. Gregoriou ISBN: 9780071615143
Publisher: McGraw-Hill Education Publication: March 15, 2009
Imprint: McGraw-Hill Education Language: English
Author: Greg N. Gregoriou
ISBN: 9780071615143
Publisher: McGraw-Hill Education
Publication: March 15, 2009
Imprint: McGraw-Hill Education
Language: English

[flap]

For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?”

However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now.

The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in the real world.

Heralded as “the new science of risk management,” VaR has emerged as the dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a variety of areas-from equity to structured and operational products.

This complete guide thoroughly covers the three major areas of VaR implementation--measuring, modeling risk, and managing--in three convenient sections. Savvy professionals will keep this handbook at their fingertips for its:

  • Reliable advice from 40 recognized experts working in universities and financial institutions around the world
  • Effective methods and measures to ensure that implemented VaR models maintain optimal performance
  • Up-to-date coverage on newly exposed areas of volatility, including derivatives

Real-world prosperity requires making informed financial decisions. The VaR Implementation Handbook is a step-by-step playbook to getting the most out of VaR modeling so you can successfully manage financial risk.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

[flap]

For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?”

However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now.

The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in the real world.

Heralded as “the new science of risk management,” VaR has emerged as the dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a variety of areas-from equity to structured and operational products.

This complete guide thoroughly covers the three major areas of VaR implementation--measuring, modeling risk, and managing--in three convenient sections. Savvy professionals will keep this handbook at their fingertips for its:

Real-world prosperity requires making informed financial decisions. The VaR Implementation Handbook is a step-by-step playbook to getting the most out of VaR modeling so you can successfully manage financial risk.

More books from McGraw-Hill Education

Cover of the book The Complete Book of Perfect Phrases for High-Performing Sales Professionals by Greg N. Gregoriou
Cover of the book Loving without Spoiling by Greg N. Gregoriou
Cover of the book Applied Creep Mechanics by Greg N. Gregoriou
Cover of the book The Fertility Diet : Groundbreaking Research Reveals Natural Ways to Boost Ovulation and Improve Your Chances of Getting: Groundbreaking Research Reveals Natural Ways to Boost Ovulation and Improve Your Chances of Getting by Greg N. Gregoriou
Cover of the book SHRM-CP/SHRM-SCP Certification Practice Exams by Greg N. Gregoriou
Cover of the book Adams and Victor's Principles of Neurology 10th Edition by Greg N. Gregoriou
Cover of the book How Legendary Traders Made Millions by Greg N. Gregoriou
Cover of the book Customer Obsession: How to Acquire, Retain, and Grow Customers in the New Age of Relationship Marketing by Greg N. Gregoriou
Cover of the book CURRENT Diagnosis and Treatment Pediatrics, Twenty-Fourth Edition by Greg N. Gregoriou
Cover of the book ENTERPRISE 2.0 IMPLEMENTATION by Greg N. Gregoriou
Cover of the book Master Handbook of Acoustics, Sixth Edition by Greg N. Gregoriou
Cover of the book The Three Value Conversations: How to Create, Elevate, and Capture Customer Value at Every Stage of the Long-Lead Sale by Greg N. Gregoriou
Cover of the book Thrive on Pressure: Lead and Succeed When Times Get Tough by Greg N. Gregoriou
Cover of the book A Beginner'S Guide To Critical Thinking And Writing In Health And Social Care by Greg N. Gregoriou
Cover of the book Practice Makes Perfect: Intermediate Spanish Grammar, Premium Second Edition by Greg N. Gregoriou
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy