Items related to Implementing Value at Risk
Synopsis
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows...
From the Publisher
"Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Best covers the evolution of Value at Risk, using VAR as a risk measurement technique, using VAR to control risk, historical simulation, and...
From the Inside Flap
This book came about through a series of speeches given at industry seminars on Value at Risk and Stress Testing. Delegates and presenters often commented that the methods presented should be written down. This book is the realisation of those conversations and presents a framework for managing market risk using Value at Risk and its companion: Stress Testing. The disk at the end of the book...
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date1999
- ISBN 10 0471972053
- ISBN 13 9780471972051
- BindingHardcover
- LanguageEnglish
- Number of pages224
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Implementing Value at Risk (Wiley Series in Financial Engineering)
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Hardback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR002387122
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Implementing Value at Risk
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Hardcover. Condition: VG. Dust Jacket Condition: Very Good. used hardcover in a dust jacket. jacket is slightly worn about the edges, but with no tears and not price clipped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws. Seller Inventory # 1321415
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Implementing Value at Risk
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Implementing Value at Risk
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Implementing Value at Risk
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Condition: Como nuevo. : Este libro explica cómo el Value at Risk (VAR) puede ser utilizado como una parte integral de un marco de gestión de riesgos y de negocios, en lugar de como una herramienta independiente. Los objetivos de este libro son explicar: Qué es y qué no es el VAR. Cómo calcular el VAR: los tres métodos principales. Por qué es necesario realizar pruebas de estrés para complementar el VAR. Cómo hacer que las pruebas de estrés sean efectivas. Cómo utilizar el VAR y las pruebas de estrés para gestionar el riesgo. Cómo utilizar el VAR para mejorar el rendimiento de un banco. El VAR como medida regulatoria de riesgo y capital. Los profesionales de la gestión de riesgos, los gerentes generales de bancos, los consultores y los estudiantes de finanzas y gestión de riesgos encontrarán en este libro, y en el paquete de software incluido, una valiosa adición a su biblioteca. EAN: 9780471972051 Tipo: Libros Categoría: Negocios y Economía Título: Implementing Value at Risk Autor: Philip Best Editorial: John Wiley & Sons Inc Idioma: en Páginas: 250 Formato: tapa dura. Seller Inventory # Happ-2024-03-19-b351d789
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Implementing Value at Risk (Wiley Series in Financial Engineering)
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780471972051. Seller Inventory # 9785836
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Implementing Value at Risk (Wiley Series in Financial Engineering)
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Hardcover. Condition: Very Good. Dust Jacket Condition: Very good. No markings except previous owner signature on inner front cover. Unclipped dust jacket. ALL ITEMS ARE DISPATCHED FROM THE UK WITHIN 48 HOURS ( BOOKS ORDERED OVER THE WEEKEND DISPATCHED ON MONDAY) ALL OVERSEAS ORDERS SENT BY TRACKABLE AIR MAIL. IF YOU ARE LOCATED OUTSIDE THE UK PLEASE ASK US FOR A POSTAGE QUOTE FOR MULTI VOLUME SETS BEFORE ORDERING. Seller Inventory # mon0000702300
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Implementing Value at Risk (Wiley Series in Financial Engineering)
Published by
John Wiley & Sons 29.10.1998., 1998
ISBN 10: 0471972053
ISBN 13: 9780471972051
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Condition: Gut. Auflage: 1. Auflage. 222 Seiten ex Library Book Sprache: Englisch Gewicht in Gramm: 469 23,0 x 14,8 x 2,0 cm, Gebundene Ausgabe. Seller Inventory # 372970
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Implementing Value at Risk (Wiley Series in Financial Engineering)
Seller: Modernes Antiquariat an der Kyll, Lissendorf, Germany
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Condition: Sehr gut. Auflage: Har/Cdr. 222 Seiten Coverecken leicht gestaucht, kleine Lagerspuren am Buch, Inhalt einwandfrei und ungelesen, CD unbenutzt 218505 Sprache: Englisch Gewicht in Gramm: 480 23,0 x 14,8 x 2,0 cm, Gebundene Ausgabe. Seller Inventory # 184701
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