The Var Implementation Handbook
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The Var Implementation Handbook
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-03-15
The Var Implementation Handbook written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-15 with Business & Economics categories.
[flap] For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?” However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now. The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in the real world. Heralded as “the new science of risk management,” VaR has emerged as the dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a variety of areas-from equity to structured and operational products. This complete guide thoroughly covers the three major areas of VaR implementation--measuring, modeling risk, and managing--in three convenient sections. Savvy professionals will keep this handbook at their fingertips for its: Reliable advice from 40 recognized experts working in universities and financial institutions around the world Effective methods and measures to ensure that implemented VaR models maintain optimal performance Up-to-date coverage on newly exposed areas of volatility, including derivatives Real-world prosperity requires making informed financial decisions. The VaR Implementation Handbook is a step-by-step playbook to getting the most out of VaR modeling so you can successfully manage financial risk.
The Var Implementation Handbook Chapter 16 Risk Evaluation Of Sectors Traded At The Ise With Var Analysis
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 16 Risk Evaluation Of Sectors Traded At The Ise With Var Analysis written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 1 Calculating Var For Hedge Funds
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 1 Calculating Var For Hedge Funds written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 9 Computational Aspects Of Value At Risk
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 9 Computational Aspects Of Value At Risk written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 13 Value At Risk For High Dimensional Portfolios A Dynamic Grouped T Copula Approach
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 13 Value At Risk For High Dimensional Portfolios A Dynamic Grouped T Copula Approach written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 7 Explaining Cross Sectional Differences In Credit Default Swap Spreads An Alternative Approach Using Value At Risk
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 7 Explaining Cross Sectional Differences In Credit Default Swap Spreads An Alternative Approach Using Value At Risk written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 11 Modeling Portfolio Risks With Time Dependent Default Rates In Venture Capital
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 11 Modeling Portfolio Risks With Time Dependent Default Rates In Venture Capital written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 2 Efficient Var Using Past Forecast Performance To Generate Improved Var Forecasts
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 2 Efficient Var Using Past Forecast Performance To Generate Improved Var Forecasts written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 17 Aggregating And Combining Ratings
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 17 Aggregating And Combining Ratings written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
The Var Implementation Handbook Chapter 4 Cash Flow At Risk Linking Strategy And Finance
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19
The Var Implementation Handbook Chapter 4 Cash Flow At Risk Linking Strategy And Finance written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.