Mastering value at risk : a step-by-step guide to understanding and applying VaR
by
Butler, Cormac.
Title
:
Mastering value at risk : a step-by-step guide to understanding and applying VaR
Author
:
Butler, Cormac.
ISBN
:
9780273637523
Personal Author
:
Butler, Cormac.
Publication Information
:
London ; New York : Financial Times/Prentice Hall, 1999.
Physical Description
:
xiii, 242 pages : illustrations ; 25 cm.
Series
:
Market editions
Market editions (Financial Times/Prentice Hall)
Contents
:
An outline of value at risk -- Value at risk as s tool in supervisory regulation -- Portfolio risk measurement -- Fixed income products -- Measuring the risk of complex derivative products -- The Greeks -- Option strategies -- Monte Carlo simulation -- Applying VaR principles to credit control -- Estimating volatility for profitable trading and risk reduction -- Real-life application of models.
Subject Term
:
Investment analysis.
Risk management.
Portfolio management.
Asset-liability management.
Investment analysis. (OCoLC)fst00978180
Risk management. (OCoLC)fst01098164