Warenkorb
Kostenloser Versand
Unsere Operationen sind klimaneutral

An Introduction to Value at Risk Moorad Choudhry

An Introduction to Value at Risk von Moorad Choudhry

An Introduction to Value at Risk Moorad Choudhry


11.00
Zustand - Sehr Gut
Nur noch 1

Zusammenfassung

An Introduction to Value-at-Risk has been written for those with little or no previous understanding of or exposure to the concepts of risk management and Value-at-Risk. Topics include applications of VaR, instrument structures, stress testing, VaR for corporates, credit risk and legal/regulatory issues.

An Introduction to Value at Risk Zusammenfassung

An Introduction to Value at Risk Moorad Choudhry

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole. Topics covered include: * Defining value-at-risk * Variance-covariance methodology * Monte Carlo simulation * Portfolio VaR * Credit risk and credit VaR Topics are illustrated with Bloomberg screens, worked examples, exercises and case studies. Related issues such as statistics, volatility and correlation are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to financial market risk management and value-at-risk.

Über Moorad Choudhry

Dr. Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Centre for Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.

Inhaltsverzeichnis

Foreword. Preface. Preface to the First Edition. About the Author. 1. Introduction to Risk. 2. Volatility and Correlation. 3. Value-At-Risk. 4. Value-At-Risk and Fixed Interest Instruments. 5. Options: Risk and Value-At-Risk. 6. Monte Carlo Simulation and Value-At-Risk. 7. Regulatory Issues and Stress-Testing. 8. Credit Risk and Credit Value-At-Risk. Case Study and Exercises. Appendix: Taylor's Expansion. Abbreviations. Selected Bibliography. Index.

Zusätzliche Informationen

GOR003968103
9780470017579
0470017570
An Introduction to Value at Risk Moorad Choudhry
Gebraucht - Sehr Gut
Broschiert
John Wiley and Sons Ltd
20060413
192
N/A
Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Dies ist ein gebrauchtes Buch. Es wurde schon einmal gelesen und weist von der früheren Nutzung Gebrauchsspuren auf. Wir gehen davon aus, dass es im Großen und Ganzen in einem sehr guten Zustand ist. Sollten Sie jedoch nicht vollständig zufrieden sein, setzen Sie sich bitte mit uns in Verbindung.