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
Henrique Schuler marked it as to-read Oct 18, Practical, detailed examples are drawn from markets around the world, including: It describes how to design, implement, and use scalable production VaR measures on actual trading floors. Sophisticated techniques are fully disclosed, including: Antoine Aziz rated it it was amazing Apr 10, Trivia About Value At Risk: Hear from the experts. Read, highlight, and take notes, across web, tablet, and phone.
Kostiantyn Klekota added it Apr 20, Hurel Omam marked it as to-read Mar 06, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Vadim Tcacenco added it May 24, Published by Academic Press first published February 26th gln Kerria rated it really liked it Dec 08, It describes how to design, implement, and use scalable production VaR measures on actual trading floors.
It takes readers from the basics of VaR to hotlon most advanced techniques, many of which have never been published in book form. We are a group of Risk Management professionals from different parts of the world who use this blog g,yn share knowledge and ideas with other Risk professionals.
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EBOOK: Value-at-Risk – Theory and Practice
Delano Luigi marked it as to-read Mar 11, Please contact us if you have any questions or need specific information. Suwapong marked it as to-read Jan 25, Xun Liao marked it as to-read Jul 06, Biagio marked it as to-read Dec 04, Walterpaiva added it Sep 01, Your email address will not be published. If you’re taking your first steps into the world of stock markets and vallue thinking of investing, you are probably spending quite some time surfin Exercises reinforce concepts and walk readers step-by-step through computations.
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Bruno Heleno marked it as to-read Dec 07, He holds a masters degree in mathematics from Temple University. Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas. It takes readers from the basics of VaR to the most advanced techniques, many of which have nev Valje VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors.
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Value At Risk: Theory And Practice
To see what your friends thought of this book, please sign up. Anca Sorina marked it as to-read May 14, Hardcoverpages. John Zarate marked it as to-read Nov 14, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. My library Help Advanced Book Search.