<p>Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the <i>Market Risk Analysis</i> four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mapping portfolios of similar instruments to risk factors. A unifying characteristic of the series is the pedagogical approach to practical examples that are relevant to market risk analysis in practice.</p><p>All together, the <i>Market Risk Analysis</i> four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Acros
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Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical...
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Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set.
kr 549.00
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This book covers all project appraisal methods namely NPV, IRR, BC Ratio, Payback Period and Cost-Effectiveness methods, scale analysis to decide optimum investment, decision about optimum time to invest as well as close a project, effects of inflation...
kr 469.00
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This book concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions from those models. Quantitative risk analysis (QRA) using Monte Carlo simulation offers a powerful and precise method for dealing with...
kr 1359.00
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