The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management (McGraw-Hill Finance & Investing)

0 avg rating
( 0 ratings by Goodreads )
 
9780071625159: The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management (McGraw-Hill Finance & Investing)

Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time― a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers.

Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making it a reliable indicator of total market risk. For this reason, among many others, VaR has become the dominant method for estimating precisely how much money is at risk each day in the financial markets.

The VaR Modeling Handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking, and the insurance sector. The perfect primer to The VaR Implementation Handbook (McGraw- Hill), this foundational resource features

  • The experience of 40 internationally recognized experts
  • Useful perspectives from a wide range of practitioners, researchers, and academics
  • Coverage on applying VaR to hedge fund strategies, microcredit loan portfolios, and economic capital management approaches for insurance companies

Each illuminating chapter in The VaR Modeling Handbook presents a specific topic, complete with an abstract and conclusion for quick reference, as well as numerous illustrations that exemplify covered material. Practitioners can gain in-depth, cornerstone knowledge of VaR by reading the handbook cover to cover or take advantage of its user-friendly format by using it as a go-to resource in the real world.

Financial success in the markets requires confident decision making, and The VaR Modeling Handbook gives you the knowledge you need to use this state-of-the-art modeling method to successfully manage financial risk.

"synopsis" may belong to another edition of this title.

From the Back Cover:

The most complete guide to measuring and modeling risk in the real world

“The problems tackled in the papers collected here are both important and subtle, and they cover a surprisingly broad range of issues.”
―Barry Schachter, Director of Quantitative Resources, Moore Capital Management

“The use of VaR as a risk metric was adopted globally under the 1996 Basel II amendment. Much interest and research in this broad field of risk management followed on its properties as a risk metric and portfolio optimizer. A ttention was focused on tail risk and CVaR as extensions to the approach. The latest research on these issues is brilliantly captured in this volume edited by Gregoriou.”
―Professor D.E. Allen, School of Accounting, Finance and Economics, Edith Cowan University

“I would highly recommend this book to everyone looking for a comprehensive and up-to-date synthesis of research in risk management.”
―Dr. Bartosz Gebka, Professor of Finance, Newcastle University Business School

“This exquisitely edited volume shows a vast array of applications . . . ranging from alternative investments to Solvency II , and also introduces advanced calculation models that go beyond the standard value-at-risk approach and, hence, highlights how to deal with the caveats of this measure.”
―Dr. Dieter Kaiser, Director of Hedge Funds, Feri Institutional Advisors GmbH

“This timely book contains new research in the vast area of value-at-risk, and will be invaluable for sophisticated and institutional investors and money managers.”
―Fabrice Douglas Rouah, Vice President and Senior Quantitative Analyst, Enterprise Risk Management, State Street Corporation

About the Author:

Greg N. Gregoriou is professor of finance in the School of Business and Economics at State University of New York (Plattsburgh). He has published 25 books and is coeditor for the peer-reviewed Journal of Derivatives and Hedge Funds and editorial board member for the Journal of Wealth Management, Journal of Risk Management in Financial Institutions, and Brazilian Business Review.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Greg N Gregoriou
Published by McGraw-Hill Education 2009-06-01, New York |London (2009)
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Hardcover Quantity Available: > 20
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description McGraw-Hill Education 2009-06-01, New York |London, 2009. hardback. Book Condition: New. Bookseller Inventory # 9780071625159

More Information About This Seller | Ask Bookseller a Question

Buy New
25.55
Convert Currency

Add to Basket

Shipping: 3
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Gregoriou, Greg N.
Published by McGraw-Hill Education - Europe (2009)
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Hardcover First Edition Quantity Available: 1
Rating
[?]

Book Description McGraw-Hill Education - Europe, 2009. Book Condition: New. 2009. 1st Edition. Hardcover. An international team of experts, academics, and researchers deliver the latest available knowledge on how Value at Risk (VaR) is applied to managing risk for alternative investments, banking, insurance, and pension funds. Num Pages: 416 pages, black & white tables, figures. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 238 x 162 x 35. Weight in Grams: 726. . . . . . . Bookseller Inventory # V9780071625159

More Information About This Seller | Ask Bookseller a Question

Buy New
29.25
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

3.

Gregoriou, Greg N.
Published by McGraw-Hill Education - Europe
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Hardcover Quantity Available: 1
Seller
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

Book Description McGraw-Hill Education - Europe. Book Condition: New. 2009. 1st Edition. Hardcover. An international team of experts, academics, and researchers deliver the latest available knowledge on how Value at Risk (VaR) is applied to managing risk for alternative investments, banking, insurance, and pension funds. Num Pages: 416 pages, black & white tables, figures. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 238 x 162 x 35. Weight in Grams: 726. . . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780071625159

More Information About This Seller | Ask Bookseller a Question

Buy New
29.73
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

4.

Greg N. Gregoriou
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Hardcover Quantity Available: 1
Seller
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Hardback. Book Condition: New. Not Signed; Value-at-Risk (VaR) is a powerful toolfor assessing market risk in real time-a critical insight when making trading andhedging decisions. The VaR Modeling Handbookis the most complete, up-to-date reference onthe subject for today's savvy investors, traders,portfolio managers, and other asset and ris. book. Bookseller Inventory # ria9780071625159_rkm

More Information About This Seller | Ask Bookseller a Question

Buy New
26.24
Convert Currency

Add to Basket

Shipping: 3.87
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Greg N. Gregoriou
Published by McGraw-Hill Education (2009)
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Hardcover Quantity Available: 1
Seller
Rating
[?]

Book Description McGraw-Hill Education, 2009. Book Condition: New. Bookseller Inventory # GH9780071625159

More Information About This Seller | Ask Bookseller a Question

Buy New
29.67
Convert Currency

Add to Basket

Shipping: 3.56
From Germany to U.S.A.
Destination, Rates & Speeds

6.

Greg N. Gregoriou
Published by McGraw-Hill Education - Europe
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Hardcover Quantity Available: 1
Seller
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description McGraw-Hill Education - Europe. Hardback. Book Condition: new. BRAND NEW, The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management, Greg N. Gregoriou, Value-at-Risk (VaR) is a powerful toolfor assessing market risk in real time-a critical insight when making trading andhedging decisions. The VaR Modeling Handbookis the most complete, up-to-date reference onthe subject for today's savvy investors, traders,portfolio managers, and other asset and riskmanagers. Unlike market risk metrics such as the Greeks,or beta, which are applicable to only certainasset categories and sources of market risk,VaR is applicable to all liquid assets, makingit a reliable indicator of total market risk. Forthis reason, among many others, VaR has becomethe dominant method for estimatingprecisely how much money is at risk each dayin the financial markets. The VaR Modeling Handbook is a profoundvolume that delivers practical informationon measuring and modeling risk specificallyfocused on alternative investments, banking,and the insurance sector. The perfect primerto The VaR Implementation Handbook (McGraw-Hill), this foundational resource features The experience of 40 internationallyrecognized experts Useful perspectives from a widerange of practitioners, researchers,and academics Coverage on applying VaR to hedgefund strategies, microcredit loanportfolios, and economic capitalmanagement approaches for insurancecompanies Each illuminating chapter in The VaR ModelingHandbook presents a specific topic, completewith an abstract and conclusion for quick reference, as well as numerous illustrations thatexemplify covered material. Practitioners cangain in-depth, cornerstone knowledge of VaRby reading the handbook cover to cover ortake advantage of its user-friendly format byusing it as a go-to resource in the real world. Financial success in the markets requires confidentdecision making, and The VaR ModelingHandbook gives you the knowledge you needto use this state-of-the-art modeling methodto successfully manage financial risk. Bookseller Inventory # B9780071625159

More Information About This Seller | Ask Bookseller a Question

Buy New
26.43
Convert Currency

Add to Basket

Shipping: 6.94
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Greg N. Gregoriou
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Quantity Available: 1
Seller
BWB
(Valley Stream, NY, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Depending on your location, this item may ship from the US or UK. Bookseller Inventory # 97800716251590000000

More Information About This Seller | Ask Bookseller a Question

Buy New
34.53
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

Greg N. Gregoriou
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Quantity Available: 1
Seller
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # ST0071625151. Bookseller Inventory # ST0071625151

More Information About This Seller | Ask Bookseller a Question

Buy New
35.93
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

9.

Gregoriou, Greg N.
Published by McGraw-Hill Education (2009)
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Quantity Available: 1
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description McGraw-Hill Education, 2009. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # GB-9780071625159

More Information About This Seller | Ask Bookseller a Question

Buy New
26.97
Convert Currency

Add to Basket

Shipping: 9
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Greg N. Gregoriou
Published by McGraw-Hill Education (2009)
ISBN 10: 0071625151 ISBN 13: 9780071625159
New Hardcover Quantity Available: 1
Seller
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description McGraw-Hill Education, 2009. Hardcover. Book Condition: New. book. Bookseller Inventory # 0071625151

More Information About This Seller | Ask Bookseller a Question

Buy New
49.39
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book