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Mastering Value at Risk

financial institutions and corporate treasuries across the world, Value at Risk (VaR) is rapidly emerging as the dominant methodology for estimating;

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Risikomanagement mit dem Value at Risk

Risikomanagement Mit Dem Value at Risk is een boek van Rudolf Bischof;

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Econometric Modeling of Value at Risk

Recently risk management has become a standard prerequisite for all financial institutions. Value-at-Risk is the main tool of reporting to;

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Mastering Operational Risk A Practical G

A practical guide, from the basic techniques, through to advanced applications, showing you what operational risk is, and how you can;

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Beyond Value at Risk

Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and;

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Mastering Mathematical Finance

Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an;

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An Elementary Introduction to Mathematical Finance

Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more.;

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An Elementary Introduction to Mathematical Finance

Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more.;

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Mastering Operational Risk

an increasing responsibility to ensure that these assessments are robust and that risk management is at the heart of their organisations;

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Risk Management And Shareholders' Value In Banking

measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I;

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Empirical Risk Modeling of Financial Time Series using Value at Risk

of risk assessment involves the Value at Risk, popularly known as VaR with some corresponding risk estimators; Expected Shortfall (ES), the;

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Risk Management And Value

Laureate in Economics, as a high level one. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk;

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Mastering Interest Rate Risk Strategy P

Risk Strategy explains, step-by-step, how to set up and run a sound interest rate risk strategy. Influenced by the author's work with leading;

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Mastering Customer Value Management

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Value At Risk

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this;

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Mastering the Circular Economy

and challenges for organizations, from regulation and risk to value chain collaboration, reverse logistics and product quality. Part two;

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Mastering the Circular Economy

and challenges for organizations, from regulation and risk to value chain collaboration, reverse logistics and product quality. Part two;

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Mastering Entrepreneurship

Mastering Entrepreneurship appears at a time of unprecedented technological advice and amid an upsurge of entrepreneurial activity around;

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Concept of Value at Risk (VaR)

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Mastering Derivatives Markets

been updated with: * a new chapter on credit derivatives, now the everyday work-horse of the risk manager* an introductory guide to the;

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Understanding Market, Credit And Operational Risk

A step--by--step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement;

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Hazardous Forecasts and Crisis Scenario Generator

scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional;

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Bubble Value At Risk

did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do;

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Mastering Financial Calculations

, including the core concepts of discounting, net present value, effective yields, and cash flow analysis. Next, walk step-by-step through the;

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Enterprise-wide Risk Management

identify, measure and manage the entire range of business opportunities and risks facing your organisation. This value-generating process provides;

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Value-at-Risk basiertes Risikomanagement zur Beurteilung von Marktrisiken

anderen die bankenaufsichtliche Anerkennung des Value-at-Risk-Konzepts zur Bestimmung der Hohe der benotigten Eigenkapitalunterlegung. Da Value-at;

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Berechnung der Mindestkapitalanforderungen unter Solvency II: Die Wahl des richtigen Risikomaßes

glich wird. Das derzeit vermutlich bekannteste Risikoma ist der Value-at-Risk. Die Risikomessung mit dem Value-at-Risk ist problematisch, da;

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