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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Antoine Aziz rated it it was amazing Apr 10, He holds a masters degree in mathematics from Temple University.
Vadim Tcacenco added it May 24, Kostiantyn Klekota added it Apr 20, Practical, detailed examples are drawn from markets around the world, including: Aydan marked it as to-read Jan 09, Goodreads helps you keep track of books you want to read. Doungkamol Kongsuntia added it Feb 08, Henrique Schuler marked it as to-read Oct 18, Jojo Jiji added it Jan 08, No eBook available Amazon.
Thanks for telling us about the problem. It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. Holton is an author and consultant specializing in financial risk management.
Value At Risk: Theory And Practice by Glyn A. Holton
Lists with This Book. What do real-life Quant Trading Signals look like? Shashank Sharma marked it as to-read Feb 23, If you like books and love to build cool products, we may be looking for you. Hurel Omam marked it as to-read Mar 06, He is known for his groundbreaking paper Defining Risk. 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.
Ricardo rated it it was amazing Oct 10, You may also like: It describes how to design, implement, and use scalable production VaR measures on actual trading floors.
Click on the image below to access this free eBook. Just a moment while we sign you in to your Goodreads account. Yuki marked it as to-read Oct 20, Bruno Heleno marked it as to-read Dec 07, Xun Liao marked it as to-read Jul 06, This is the first advanced book published on VaR.
EBOOK: Value-at-Risk – Theory and Practice
My library Help Advanced Book Search. Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. He formed his practice inand has since worked with hundreds of professionals in implementing value-at-risk and related solutions. 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 goyn of asset classes.
This book is not yet featured on Listopia. This is the first advanced book published on VaR. Anca Sorina marked it as to-read May 14, He is also an active blogger in GlynHolton.
Kerria rated it really liked it Dec 08, Kapil added it May 05, Delano Luigi marked it as to-read Mar 11, Your email address will not be published. Leave a Reply Cancel reply Your email address will not be published. It takes readers from Our blog broadly covers topics on Governance, Risk Management and Compliance and is directed equally for professionals and students in these fields. Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas.
Biagio marked it as to-read Dec 04, It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form.
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.