GLYN HOLTON VALUE AT RISK PDF

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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Doungkamol Kongsuntia added it Feb 08, If you want to learn in depth about VaR, this is definitely the eBook for you.

If you’re taking your first steps into rixk world of stock markets and possibly thinking of investing, you are probably spending quite some time surfin Return to Book Page. Holton is an independent consultant specializing in financial risk management. This is the first advanced book published on VaR.

Holton is an author and consultant specializing in financial risk management.

Value-at-risk : theory and practice / Glyn A. Holton – Details – Trove

Hear from the experts. This is the first advanced book published on VaR. Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. Refresh and try again. Enterprise Risk Management 02 Nov rism, Antoine Aziz rated it it was amazing Apr 10, Albert added hopton Mar 04, Real-world challenges relating to market data, portfolio mappings, multicollinearity, and intra-horizon events are addressed in detail.

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Eduardo marked it as to-read Sep 16, Previously, he was a market vakue manager for the Bank of Boston, a vice president for Fidelity Investments, and an actuarial associate for Metropolitan Life. It describes how to design, implement, and use scalable production VaR measures on actual trading floors.

Value At Risk: Theory And Practice

What do real-life Quant Trading Signals look like? Thanks for telling us about the problem.

Hardcoverpages. Yuki marked it as to-read Oct 20, Read, highlight, and take notes, across web, tablet, and phone. Walterpaiva added it Sep 01, Theory and Practice Glyn A.

Just a moment while we sign you in to your Goodreads account. Shashank Sharma marked it holtpn to-read Feb 23, He formed his practice inand has since worked with hundreds of professionals in implementing value-at-risk and related solutions.

He wrote the definitive book on value-at-risk and distributes this second edition of the book freely online.

EBOOK: Value-at-Risk – Theory and Practice

Want to Read Currently Reading Read. Altug Dayioglu rated it it was amazing Sep 27, Value-at-risk VaR is a measure of market risk that has been widely adopted since the mids for use on trading floors. We use cookies to ensure that we give you the best experience on our website. Goodreads helps you keep track of books you want to read. Active in risk management, market risk control, front office risk management, product control, change and transformation glyb, business analysis and business process improvement for global capital markets and investment banking, covering a multiple range of asset classes.

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It takes readers from the basics of VaR to the most advanced techniques, many of which have never been published in book form. He is also an active blogger in GlynHolton. Exercises reinforce concepts and walk readers step-by-step through computations.

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