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 – Google Books
Practical, detailed examples are drawn from markets around the world, including: Introduction to Modern Cryptography: Nornat Wsing marked it as to-read May 25, Account Options Sign in. Doungkamol Kongsuntia added it Feb 08, It describes how to design, implement, and use scalable production VaR measures on actual trading floors. Alice Xiao marked it as to-read Dec 05, To ask other readers questions about Value At Riskplease sign up.
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We are 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. Chaoticreader marked it as to-read Oct 15, Xun Liao marked it as to-read Jul 06, Previously, he was a market hlton manager for the Bank of Boston, a vice president for Fidelity Investments, and an actuarial associate for Metropolitan Life.
Active in risk management, market 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.
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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 Exercises reinforce concepts and walk readers step-by-step through computations. Shashank Sharma marked it as to-read Feb 23, Kapil added it May 05, Hurel Omam marked it as to-read Mar 06, Sophisticated techniques are fully disclosed, including: Published by Academic Press first published February 26th My library Help Advanced Book Search.
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Value At Risk: Theory And Practice
Your email address will not be published. Suwapong marked it as to-read Jan 25, Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Alvaro Neill marked it as to-read Jun 02, He is known for his groundbreaking paper Tisk Risk.
Delano Luigi marked it as to-read Mar 11, Ricardo rated it it was amazing Oct 10, Trivia About Value At Risk: This is the first advanced book published on VaR. Theory And Practice by Glyn A.
If you’re taking your first steps into the world of stock markets and possibly thinking of investing, you are probably spending quite some time surfin Read, highlight, and take notes, across web, tablet, and phone.
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