عنوان

<The> VaR Implementation Handbook

Country Code

IR

Number

995148

.Language of Text, Soundtrack etc

انگلیسی

Country of publication

IR

Title Proper

General Material Designation

[Book]

First Statement of Responsibility

/ Greg N. Gregoriou, editor

Place of Publication, Distribution, etc.

New York

Name of Publisher, Distributor, etc.

: McGraw-Hill

Date of Publication, Distribution, etc.

, 2009.

Specific Material Designation and Extent of Item

xxx, 528 p.

Other Physical Details

: ill

Series Title

([McGraw-Hill finance & investing])

Text of Note

Print

Text of Note

Bibliography

Name of source

Index

Text of Note

Calculating VaR for hedge funds / Monica Billio, Mila Getmansky, and Loriana Pelizzon.- Efficient VaR : using past forecast performance to generate improved VaR forecasts / Kevin Dowd and Carlos Blanco.- Applying VaR to hedge fund trading strategies : limitations and challenges / R. McFall Lamm Jr..- Cash flow at risk : linking strategy and finance / Ulrich Hommel.- Plausible operational value-at-risk calculations for management decision making / Wilhelm Kross, Ulrich Hommel, and Martin Wiethuechter.- Value-at-risk performance criterion : a performance measure for evaluating value-at-risk models / Zeno Adams and Roland Feuss.- Explaining cross-sectional differences in credit default swap spreads : an alternative approach using value at risk / Bastian Breitenfellner and Niklas Wagner.- Some advanced approaches to VaR calculation and measurement / Francois-aEric Racicot and Raymond Thaeoret.- Computational aspects of value at risk / Germaan Navarro and Ignacio Olmeda.- Value-at-risk-based stop-loss trading / Bernd Scherer.- Modeling portfolio risks with time-dependent default rates in venture capital / Andreas Kemmerer, Jan Rietzschel, and Henry Schoenball.- Risk aggregation and computation of total economic capital / Peter Grundke.- Value at risk for high-dimensional portfolios : a dynamic grouped t-copula approach / Dean Fantazzini.- A model to measure portfolio risks in venture capital / Andreas Kemmerer.- Risk measures and their applications in asset management / S. Ilker Birbil ... [et al.].- Risk evaluation of sectors traded at the ISE with VaR analysis / Mehmet Orhan and Geokhan Karaahmet.- Aggregating and combining ratings / Rafael WeiCbach, Frederik Kramer, and Claudia Lawrenz.- Risk-mananging the uncertainty in VaR model parameters / Jason C. Hsu and Vitali Kalesnik.- Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective / David E. Allen and Robert Powell.- Model risk in VAR calculations / Peter Schaller.- Option pricing with constant and time-varying volatility / Willi Semmler and Karim M. Youssef.- Value at risk under heterogeneous investment horizons and spatial relations / Viviana Fernandez.- How investors face financial risk loss aversion and wealth allocation with two-dimensional individual utility : a VaR application / Erick W. Rengifo and Emanuela Trifan

Financial risk management

Financial risk management - Simulation methods

Asset-liability management

Asset-liability management - Simulation methods

مدیریت ریسک مالی

مدیریت ریسک مالی - شبیه سازی

مدیریت دارایی و بدهی

مدیریت دارایی و بدهی - شبیه سازی

Class number

Book number

Gregoriou, Greg N, 1956-

Country

ایران

Agency

Library of Foreign Languages and Islamic resource

old catalog

p

BL

1

a

Y