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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Value-at-risk : theory and practice / Glyn A. Holton – Details – Trove

Practical, detailed examples are drawn from markets around the world, including: If you want to learn in depth about VaR, this is definitely the eBook for you. Exercises reinforce concepts and walk readers step-by-step through computations.

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EBOOK: Value-at-Risk – Theory and Practice

Active in risk management, riwk risk control, front office risk management, product control, change and transformation management, business analysis and business process improvement for global capital markets and investment banking, covering a multiple range of asset classes. Shashank Sharma marked it as to-read Feb 23, If you’re taking your first steps into the world of nolton markets and possibly thinking of investing, you are probably spending quite some time surfin Sophisticated techniques are fully disclosed, including: Mastering Data Analysis in Excel 16 Nov Published by Academic Press first published February 26th Want to Read saving….

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Jojo Jiji added it Jan 08, Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas. We ridk a group of Risk Management professionals from different parts of the world who use this blog to share knowledge and ideas with other Risk professionals.


Value At Risk: Theory And Practice by Glyn A. Holton

Sujata Barua is currently reading it Oct 26, Yuki marked holto as to-read Oct 20, Suwapong marked it as to-read Jan 25, Doungkamol Kongsuntia added it Feb 08, It takes readers from This is the first advanced book published on VaR. Refresh and try again. Walterpaiva added it Sep 01, Delano Luigi marked it as to-read Mar 11, You may also like: No eBook available Amazon. To ask other readers questions about Value At Riskplease sign up. Henrique Schuler marked it as to-read Oct 18, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors.

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