Value at Risk 52 Success Secrets - 52 Most Asked Questions On Value at Risk - What You Need To Know

Danny Bird

Description

Value at Risk: Classic Edition. :'VaR' sends here. For the mathematical analytic method 'VAR', perceive Vector autoregression. For the number indicated 'Var' either 'var', perceive Variance. There has never been a Value at Risk Guide like this.

It contains 52 answers, much more than you can imagine; comprehensive answers and extensive details and references, with insights that have never before been offered in print. Get the information you need--fast! This all-embracing guide offers a thorough view of key knowledge and detailed insight. This Guide introduces what you want to know about Value at Risk.

A quick look inside of some of the subjects covered: Working capital management - Financial risk management, Outline of finance - Fundamental financial concepts, Hedge funds - Risk management, Market risk - Measuring the potential loss amount due to market risk, Financial portfolio - Description, Financial model - Quantitative finance, Tail conditional expectation, Risk measure - Well known risk measures, Value at risk - VaR, CVaR and EVaR, Tail conditional expectation - Mathematical definition, Financial risk - Financial / Credit risk related acronyms, Interest rate risk - Calculating interest rate risk, Coherent risk measure - Value at risk, Economic capital, Coherent risk measure - Tail value at risk, Managerial risk accounting - Accounting representation of risk, Asset/liability modeling - Asset/liability modeling (pension), Value-at-Risk - VaR, CVaR and EVaR, Certificate in Quantitative Finance - Risk and Return topics, Chris Brooks (academic) - Selected journal articles and books, Quantitative analysis (finance) - Risk management, Coherent risk measure - Average value at risk, Quantitative analysis (finance) - Seminal publications, Corporate finance - Financial risk management, Capital Adequacy Directive - History, Basel II Accord - The first pillar, Tail conditional expectation - Background, and much more…

Sujets

• Reference

Informations

• Publié par: Emereo Publishing
• Date de parution: 07 octobre 2014
• Nombre de lectures: 0
• EAN13: 9781488803246
• Langue: English

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