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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Enterprise Risk Management 02 Nov Walterpaiva added it Sep 01, He holds a masters degree in mathematics from Temple University. We are a group of Risk Management professionals from different parts of the world who use this blog to share knowledge and ideas with other Risk professionals.
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Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Alice Xiao marked it as to-read Dec 05, Sophisticated techniques are fully disclosed, including: We use eisk to ensure that we give you the best experience on our website.
Value At Risk: Theory And Practice
Biagio marked it as to-read Dec 04, Kostiantyn Klekota added it Apr 20, Practical, detailed examples are drawn from markets around the world, including: Antoine Aziz rated it it was amazing Apr 10, Holton is an independent consultant specializing in financial risk management.
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Our blog broadly covers topics on Governance, Risk Management and Compliance and is directed equally for professionals and students in these fields. This is the first advanced book published on VaR.
Theory And Practice valud Glyn A. Sujata Barua is currently reading it Oct 26, He is known for his groundbreaking paper Defining Risk.
Holtoh marked it as to-read Oct 15, Albert added it Mar 04, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Lists with This Book. You may also like: It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form.
Value-at-risk : theory and practice / Glyn A. Holton – Details – Trove
Previously, he was a market risk manager for the Bank of Boston, a vice president for Fidelity Investments, and an actuarial associate for Metropolitan Life. He wrote the definitive book on value-at-risk and distributes this second edition of the book freely online. Theory and Practice Glyn A. It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form.
EBOOK: Value-at-Risk – Theory and Practice
No eBook available Amazon. Thanks for telling us about the problem. It describes how to design, implement, and use scalable production VaR measures on actual trading floors. Real Time Stock Prices in Excel Excel is undoubtedly the best platform for performing custom tasks on your stock portfolio, such as generating performance valuue with respect to non Yuki marked it as to-read Oct 20,