For a given probability and time horizon, value-at-risk indicates an amount of money such that there is that probability of the portfolio not losing. Machine derived contents note: Table of contents for Value-at-risk: theory and practice / Glyn A. Holton. Bibliographic record and links to related information. Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mids for use on trading floors. This is the first advanced book.
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Aydan marked it as to-read Jan 09, Our blog broadly covers topics on Governance, Risk Management and Compliance and is directed equally for professionals and students in these fields. Albert added it Mar 04, Open Preview See a Problem? Sophisticated techniques are fully disclosed, including: Please contact us if you have any questions or need specific information. Click on the image below to access this free eBook. Practical, detailed examples are drawn from markets around the world, including: Real Time Stock Prices in Excel Excel is undoubtedly the best platform for performing custom tasks on your stock portfolio, such as generating performance charts with respect to non Jojo Jiji added it Jan 08, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors.
Fabio Benedetti marked it as to-read Dec 12, Altug Dayioglu rated it it was amazing Sep 27, Henrique Schuler marked it as to-read Oct 18, Exercises reinforce concepts and walk readers step-by-step through computations.
It takes readers from the basics of VaR to the most advanced techniques, many of which have nev Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Return to Holfon Page.
Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Published by Academic Press first published February 26th Nornat Wsing marked it as to-read May 25, Delano Luigi marked it as to-read Mar 11, Goodreads helps you keep track of books you want to read.
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Value-at-risk: Theory and Practice – Glyn A. Holton – Google Books
He is known for his groundbreaking paper Defining Risk. There are no discussion topics on this book yet.
He holds a masters degree in mathematics from Temple University. To ask other readers questions about Value At Riskplease sign up.
It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. Eduardo marked it as to-read Sep 16, Trivia Balue Value At Risk: Xun Liao gltn it as to-read Jul 06, Amali added it Feb 24, Ricardo rated it it was amazing Oct 10, John Zarate marked it as to-read Nov 14, Holton is an independent consultant specializing in financial risk management.