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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No trivia or quizzes yet. He wrote the definitive book on value-at-risk and distributes this second edition of the book freely online. It takes readers from the basics of VaR to the most advanced techniques, many of which have nev Value-at-risk VaR is a holyon of market risk that has been widely adopted since the mids for use on trading floors.

Delano Luigi tlyn it as to-read Mar 11, Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas.

Altug Dayioglu rated it it was amazing Sep 27, If you like books and love to build cool products, we may be looking for you. If you want to learn in depth about VaR, this is definitely the eBook for you. He formed his practice inand has since worked with hundreds of professionals in implementing value-at-risk and related solutions.

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Mastering Data Analysis in Excel 16 Nov He holds a masters degree in mathematics from Temple University. Eduardo marked it as to-read Sep 16, Thanks for telling us about the problem. Nornat Glyyn marked it as to-read May 25, There are no discussion topics on this book yet.

It takes readers from Lists with This Book. What do real-life Quant Trading Signals look like?

EBOOK: Value-at-Risk – Theory and Practice – Risk Management Guru

It describes how to design, implement, and use scalable production VaR measures on actual trading floors. Henrique Schuler marked it as to-read Oct 18, Albert added it Mar 04, Suwapong marked it as to-read Jan 25, 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 Read, highlight, and take notes, across web, tablet, and phone.

Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Yuki marked it as to-read Oct 20, Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail. Published by Academic Press first published February 26th Euro deposits, Pacific Basin equities, physical coffees, and North American natural gas. Fabio Benedetti marked it as to-read Dec 12, 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 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

Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Return to Book Page. Jojo Jiji added it Jan 08, Account Options Sign in. He is also an active blogger in GlynHolton. Real Time Stock Prices in Excel Excel is undoubtedly the hokton platform for performing custom tasks ris, your stock portfolio, such as generating performance charts with respect to non Sophisticated techniques are fully disclosed, including: Your email address will not be published.

Sujata Barua is currently reading it Oct 26, About the Author Glyn A. Exercises reinforce concepts and walk readers step-by-step through computations.

Exercises reinforce concepts and walk readers step-by-step through computations. My library Help Advanced Book Search. Want to Read Currently Reading Read.

Holton is an author and consultant specializing in financial risk management. Practical, detailed examples are drawn from markets around glyj world, including: Hardcoverpages.