Implementing Value At Risk

Klappentext Das erste Buch zu diesem brandheißen Thema! Value-at-Risk (VaR) ist eine Analysemethode zur Bewertung von potentiellen Verlusten bei Kapitalanlagen. Mit ihrer Hilfe kann man bestimmen! wieviel Kapital eine Organisation durch ihre Handelstätigkeit aufs Spiel setzt. Der Leser erfährt von einem renommierten Fachmann der Branche! wie man den VaR-Wert ermitteln und anwenden sollte. (01/98) Zusammenfassung "Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Inhaltsverzeichnis Evolution of Value at Risk.Regulators and VAR.Review of VAR as a Risk Measurement Techniques.Covariance.Historical Simulation.Monte Carlo Simulation.Using VAR to Control Risk.VAR as a Business Management Tool.Implementing VAR.Conclusion.

Sommario

Evolution of Value at Risk.
 
Regulators and VAR.
 
Review of VAR as a Risk Measurement Techniques.
 
Covariance.
 
Historical Simulation.
 
Monte Carlo Simulation.
 
Using VAR to Control Risk.
 
VAR as a Business Management Tool.
 
Implementing VAR.
 
Conclusion.

Dettagli sul prodotto

• Autori: P Best, P. Best, Philip Best, Best Philip, Philip Best
• Editore: Wiley, John and Sons Ltd
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 29.10.1998
• EAN: 9780471972051
• ISBN: 978-0-471-97205-1
• Pagine: 224
• Serie: Wiley Series in Financial Engineering; Wiley Financial Engineering; Wiley Series in Financial Engineering
• Categorie: Scienze sociali, diritto, economia > Economia > Economia aziendale; Finanzwirtschaft, Risikomanagement, Finance & Investments, Finanz- u. Anlagewesen, Institutionelle Finanzplanung, Institutional & Corporate Finance