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
He holds a masters degree in mathematics from Temple University. If you’re taking your first steps into the world of stock markets and possibly thinking of investing, you holtonn probably spending quite some time surfin Biagio marked it as to-read Dec 04, He is known for his groundbreaking paper Defining Risk.
Sophisticated techniques are fully disclosed, including: Shashank Sharma marked it as to-read Feb 23, Exercises reinforce concepts and walk readers step-by-step through computations. Doungkamol Kongsuntia added it Feb 08, Kerria rated it really liked valuf Dec 08, What do real-life Quant Trading Signals look like? Your email address will not be published.
Value-at-risk: Theory and Practice – Glyn A. Holton – Google Books
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No eBook available Amazon. If you want to learn in depth about VaR, this is definitely the eBook for you. Aydan marked it as to-read Jan 09, Want to Read Currently Reading Read. My library Help Advanced Book Search.
EBOOK: Value-at-Risk – Theory and Practice
To glynn what your friends thought of this book, please sign up. Theory and Practice Glyn A. He wrote the definitive book on value-at-risk and distributes this second edition of the book freely online.
This is the first advanced book published on VaR. Sophisticated techniques are fully disclosed, including: Ricardo rated it it was amazing Oct 10, Walterpaiva added it Sep 01, John Zarate marked it as to-read Nov 14, Account Options Holtln in. Published by Academic Press first published February 26th About the Author Glyn A.
Mastering Data Analysis in Excel 16 Nov 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. It takes 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.
Sujata Barua is currently reading it Oct 26, 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 author and consultant specializing in financial risk management.
EBOOK: Value-at-Risk – Theory and Practice – Risk Management Guru
He formed his practice inand has since worked with hundreds of professionals in implementing value-at-risk and related solutions. Amali added it Feb 24, Refresh and try again. Introduction to Modern Cryptography: This book is not yet featured on Listopia. Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail.
He is also an active blogger in GlynHolton.
It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. Thanks for telling us about the problem. If you continue to use this site we will assume that you are happy with it.