登入選單
返回Google圖書搜尋
Mastering Value at Risk
Cormac Butler
其他書名
A Step-by-step Guide to Understanding and Applying VaR
出版Financial Times Pitman, 1999
主題Business & Economics / Accounting / GeneralBusiness & Economics / Accounting / FinancialBusiness & Economics / Corporate Finance / GeneralBusiness & Economics / Finance / GeneralBusiness & Economics / Investments & Securities / GeneralBusiness & Economics / Strategic PlanningSocial Science / Methodology
ISBN02736375259780273637523
URLhttp://books.google.com.hk/books?id=-oXSqD5FlE4C&hl=&source=gbs_api
註釋The estimation of potential losses that could arise from adverse changes in market conditions is a key element of risk management. For financial institutions and corporate treasuries across the world, Value at Risk (VaR) is rapidly emerging as the dominant methodology for estimating precisely how much money is at risk each day in the financial markets. However, the communication and application of VaR is a field in which the signal to noise ratio is not high. there is neither a widespread intuitive understanding of VaR in the market, nor an appreciation of the practicalities of its implementation and limitations. Mastering Value at Risk will close that knowledge gap, introducing this potentially powerful methodology to those most in need of its benefits, and helping all those who encounter VaR to use it wisely.