Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. 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 the most advanced techniques, many of which have never been published in book form. Practical, detailed examples are drawn from markets around the world, including: Euro deposits, Pacific Basin equities, ...
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Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. 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 the most advanced techniques, many of which have never been published in book form. Practical, detailed examples are drawn from markets around the world, including: Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas. Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Exercises reinforce concepts and walk readers step-by-step through computations. Sophisticated techniques are fully disclosed, including: quadratic ("delta-gamma") methods for nonlinear portfolios, variance reduction (control variates and stratified sampling) for Monte Carlo VaR measures, principal component remappings, techniques to "fix" estimated covariance matrices that are not positive-definite, the Cornish-Fisher expansion, and orthogonal GARCH. * First advanced text on Value-at-Risk * Practical, detailed examples drawn from markets around the world * Exercises reinforce concepts and walk readers step-by-step through computations
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Add this copy of Value-at-Risk: Theory and Practice to cart. $31.34, good condition, Sold by SELL BOOKS LTD rated 5.0 out of 5 stars, ships from London, LONDON, UNITED KINGDOM, published 2004 by Academic Press Inc.
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Our good condition books are generally good for reading but not for gifting or collecting. They could have imperfections such as creasing, fanning, inscriptions, margin notes, yellowing, staining on edge or cover or pages, bumps, scuffs, etc etc (sometimes multiple of these). It's a wide category that encompasses anything that isn't almost-new down to anything that is slightly better than poor. We would NOT recommend gifting Good books-these should be considered reading copies. Our books ar.
Add this copy of Value-at-Risk: Theory and Practice to cart. $94.35, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Academic Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 9780123540102.
Add this copy of Value at Risk: Theory and Practice to cart. $211.95, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from San Diego, CA, UNITED STATES, published 2003 by Academic Press.
Add this copy of Value at Risk: Theory and Practice to cart. $18.18, very good condition, Sold by ThriftBooks-Reno rated 4.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 2003 by Academic Press.
Add this copy of Value at Risk: Theory and Practice to cart. $48.60, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2003 by Academic Press.
Add this copy of Value at Risk: Theory and Practice to cart. $80.08, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2003 by Academic Press.
Add this copy of Value at Risk: Theory and Practice to cart. $207.22, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2003 by Academic Press.
