Authors:Pietro Penza, Vipul K. Bansal,
Publisher: Wiley
Keywords: risk, financial, engineering, series, value, market, measuring, wiley
Number of Pages: 320
Published: 2000-10-30
List price: $79.95
ISBN-10: 0471393134
ISBN-13: 9780471393139

"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a decidedly global approach–an essential ingredient for any comprehensive work on market risk. Second, it ties the scientifically grounded, yet intuitively appealing, VaR measure to earlier, more idiosyncratic measures of market risk that are used in specific market environs (e.g., duration in fixed income). Finally, it encompasses all of the accepted approaches to calculating a VaR measure and presents them in a clearly explained fash

Author: Kevin Dowd
Publisher: John Wiley & Sons
Keywords: risk, market, measuring
Number of Pages: 392
Published: 2002-10-15
List price: $130.00
ISBN-10: 0471521744
ISBN-13: 9780471521747

The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written

Author: Kevin Dowd
Publisher: Wiley
Keywords: rom, risk, market, measuring
Number of Pages: 410
Published: 2005-07-29
List price: $120.00
ISBN-10: 0470013036
ISBN-13: 9780470013038

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies. The accompanying CD-ROM includes a Measuring Market Risk toolbox, with about 150 risk measurement functions, a manual and a selection of Excel workbooks illustrating basic risk measurement functions. Note: CD-ROM/DVD and other supplementary materials a

Author: Alastair Graham
Publisher: AMACOM
Keywords: risk, series, management, measuring, credit
Number of Pages: 140
Published: 2000-06
List price: $45.00
ISBN-10: 0814405371
ISBN-13: 9780814405376

Topics include: * defining and measuring credit risk parameters * credit risk modeling techniques * integrating credit risk strategies to enhance overall financial goals * case studies and sample exercises

Author: Carol Alexander
Publisher: Wiley
Keywords: risk, models, value, analysis, market, volume
Number of Pages: 492
Published: 2009-03-03
List price: $120.00
ISBN-10: 0470997885
ISBN-13: 9780470997888

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mappi

Author: Philippe Jorio
Publisher: McGraw-Hill Professional
Keywords: risk, market, controlling, benchmark, value
Published: 2007-01-01
List price: unknow
ISBN-10: 0071260471
ISBN-13: 9780071260473

To accommodate sweeping global economic changes, the risk management field has evolved substantially since the first edition of "Value at Risk", making this revised edition a must. Updates include a new chapter on liquidity risk, information on the latest risk instruments and the expanded derivatives market, recent developments in Monte Carlo methods, and more. "Value at Risk, Second Edition", will help professional risk managers understand, and operate within, today’s dynamic new risk environment.

Author: Steve L. Alle
Publisher: Wiley
Keywords: risk, market, credit, rom, managing, guide, management, practitioner, financial
Number of Pages: 288
Published: 2003-02-14
List price: $100.00
ISBN-10: 0471219770
ISBN-13: 9780471219774

Praise for Financial Risk Management "Key material on how risks can be isolated, quantified, and managed from a top risk management practitioner." -John Hull, Maple Financial Chair in Derivatives and Risk Management, and Director, Bonham Centre for Finance, University of Toronto "Steve Allen’s book is an excellent read for both seasoned risk professionals and students. He has done a wonderful job of making a complex topic understandable and provided the necessary tools to help others develop and sharpen their own intuition about risk exposure and how to manage it. Theory about risk mana