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.
It describes how to design, implement, and use scalable production VaR measures on actual trading floors. He wrote the definitive book on value-at-risk and distributes this second edition of the book freely online.
No eBook available Amazon.
Value At Risk: Theory And Practice
If you want to learn in depth about VaR, this is definitely the eBook for you. Published by Academic Press first published February 26th Hurel Omam marked it as to-read Mar 06, Yuki marked it as to-read Oct 20, It describes how to design, implement, and use scalable production VaR measures on actual trading floors.
Sujata Barua is currently reading it Oct 26, No trivia or quizzes yet. Alice Xiao marked it as to-read Dec 05, About the Author Glyn A. Antoine Aziz rated it it was amazing Apr 10, He is also an active blogger in Galue.
Value-at-risk : theory and practice / Glyn A. Holton – Details – Trove
Albert added it Mar 04, This is the first advanced book published on VaR. Return to Book Page.
If you’re taking your first steps into the world of stock markets and possibly thinking of investing, you are probably hotlon quite some time surfin Xun Liao marked it as to-read Jul 06, Want to Read saving….
If you continue to use this site we will assume that you are happy with it. It takes readers from Read, highlight, and take notes, across web, tablet, and riskk.
Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail.
Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors.
Value-at-risk: Theory and Practice – Glyn A. Holton – Google Books
Exercises reinforce concepts and walk readers step-by-step through computations. Our blog broadly covers topics on Governance, Risk Management and Compliance and is hplton equally for professionals and students in these fields.
Enterprise Vaalue Management hotlon Nov John Zarate marked it as to-read Nov 14, 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.
Nornat Wsing marked it as to-read May 25, Goodreads helps you keep track of books you want to read. Kostiantyn Klekota added it Apr 20, Practical, detailed examples are drawn from markets around the world, including: Refresh and try again. Altug Dayioglu rated it it was amazing Sep 27,