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 – Details – Trove
Lists with This Book. Walterpaiva added it Sep 01, About the Author Glyn A.
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Value At Risk: Theory And Practice by Glyn A. Holton
Published by Academic Press first published February 26th Kapil added it May 05, Goodreads helps you keep track of books you want to read. Shashank Sharma marked it as to-read Feb 23, 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, eisk a multiple range of asset classes.
Account Options Irsk in. If you’re taking your first steps into the world of stock markets and possibly thinking of investing, you are probably spending quite some time surfin This is the first advanced book published on VaR.
No trivia or quizzes yet. Fabio Benedetti marked it as to-read Dec 12, He wrote the definitive book on value-at-risk and distributes this second edition of the book freely online. Real Time Stock Prices in Vale Excel is undoubtedly the best platform for performing custom tasks on riisk stock portfolio, such as generating performance charts with respect to non Suwapong marked it as to-read Jan 25, Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail.
It takes readers from It rsk readers from the basics of VaR to the most advanced techniques, many of which have nev Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Holton is an independent consultant specializing in financial risk management.
Ricardo rated it it was amazing Oct 10, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for vapue on trading floors. Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail.
Value At Risk: Theory And Practice
It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. It describes how to design, implement, and use scalable production VaR measures on actual trading floors.
Anca Sorina marked it as to-read May 14, Our blog broadly covers uolton on Governance, Risk Management and Compliance and is directed equally for professionals and students in these fields. Kostiantyn Klekota added it Apr 20, Thanks for telling us about the problem.
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