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Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)

Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering) by Vipul K. Bansal,Pietro Penza

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Author: Vipul K. Bansal,Pietro Penza
Book title: Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)
Category: Business & Money
Rating: 4.5 / 5
ISBN: 0471393134
ISBN13: 978-0471393139
Pages: 320
Publisher: Wiley; 1 edition (October 30, 2000)
Language: English
Subcategory: Finance
Other format: azw doc mobi mbr

"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 fashion with supporting illustrations and completely worked-out examples." -from the Foreword by John F. Marshall, PhD, Principal, Marshall, Tucker & Associates, LLC "Measuring Market Risk with Value at Risk offers a much-needed intellectual bridge, a translation from the esoteric realm of mathematical finance to the domain of financial managers who seek guidance in applying developments from this important field of research as well as that of MBA-level graduate instruction. I believe the authors have done a commendable job of providing a carefully crafted, highly readable, and most useful work, and intend to recommend it to all those involved in business risk management applications." -Anthony F. Herbst, PhD, Professor of Finance and C.R. and D.S. Carter Chair, The University of Texas, El Paso and Founding editor of The Journal of Financial Engineering (1991-1998) "Finally there's a book that strikes a balance between rigor and application in the area of risk management in the banking industry. This innovative book is a MUST for both novices and professionals alike." -Robert P. Yuyuenyongwatana, PhD, Associate Professor of Finance, Cameron University "Measuring Market Risk with Value at Risk is one of the most complete discussions of this emerging topic in finance that I have seen. The authors develop a logical and rigorous framework for using VaR models, providing both historical references and analytical applications." -Kevin Wynne, PhD, Associate Professor of Finance, Lubin School of Business, Pace University

Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering) by Vipul K. Bansal,Pietro Penza pdf, epub, fb2