By Greg N. Gregoriou

ISBN-10: 0071625151

ISBN-13: 9780071625159

Value-at-Risk (VaR) is a strong software for assessing marketplace threat in actual time— a serious perception whilst making buying and selling and hedging judgements. The VaR Modeling Handbook is the main entire, updated reference at the topic for today’s savvy traders, investors, portfolio managers, and different asset and hazard managers.

Unlike marketplace danger metrics reminiscent of the Greeks, or beta, that are appropriate to simply convinced asset different types and resources of marketplace hazard, VaR is appropriate to all liquid resources, making it a competent indicator of overall industry possibility. for that reason, between many others, VaR has develop into the dominant strategy for estimating accurately what quantity of money is in danger every day within the monetary markets.

The VaR Modeling Handbook is a profound quantity that grants functional details on measuring and modeling probability in particular excited by replacement investments, banking, and the assurance region. the right primer to The VaR Implementation Handbook (McGraw- Hill), this foundational source features

  • The event of forty across the world famous experts
  • Useful views from quite a lot of practitioners, researchers, and academics
  • Coverage on utilizing VaR to hedge fund recommendations, microcredit mortgage portfolios, and financial capital administration methods for coverage companies

Each illuminating bankruptcy in The VaR Modeling Handbook offers a particular subject, entire with an summary and end for fast reference, in addition to a variety of illustrations that exemplify coated fabric. Practitioners can achieve in-depth, cornerstone wisdom of VaR by way of analyzing the guide conceal to hide or make the most of its elementary structure through the use of it as a go-to source within the genuine world.

Financial luck within the markets calls for convinced selection making, and The VaR Modeling Handbook offers the data you should utilize this cutting-edge modeling option to effectively deal with monetary risk.

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The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management (McGraw-Hill Finance & Investing) by Greg N. Gregoriou

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