(votes: 0)

Market Risk Analysis, Volume IV Value at Risk Models (PDF)

4-09-2013, 11:47 - goodofgamebler (E-Books)

2009 | ISBN: 0470997885 | 492 pages | PDF | 16 MB

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis 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.

All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:

Parametric linear value at risk (VaR)models: normal, Student t and normal mixture and their expected tail loss (ETL);

New formulae for VaR based on autocorrelated returns;

Historical simulation VaR models: how to scale historical VaR and volatility adjusted historical VaR;

Monte Carlo simulation VaR models based on multivariate normal and Student t distributions, and based on copulas;

Examples and case studies of numerous applications to interest rate sensitive, equity, commodity and international portfolios;

Decomposition of systematic VaR of large portfolios into standard alone and marginal VaR components;

Backtesting and the assessment of risk model risk;

Hypothetical factor push and historical stress tests, and stress testing based on VaR and ETL.

http://rapidgator.net/file/4ee65d5fdf1d571de473f1c2157880a2/0470997885_Value4.pdf.html

http://extabit.com/file/29zhepe3s57o8/0470997885_Value4.pdf

http://uploaded.net/file/9yu0tps7/0470997885_Value4.pdf

http://dizzcloud.com/dl/165oliu/0470997885_Value4.pdf

Mirror1 : Market Risk Analysis, Volume IV

Mirror2: Market Risk Analysis, Volume IV

Torrent Download:

Market Risk Analysis, Volume IV.torrent

Get Coupons exactly when you need them. Include the Mycoupon extension before Download. I agree to the Terms and Privacy of Mycoupon.

Free Full Download Market Risk Analysis, Volume IV Value at Risk Models (PDF) form MediaFire.com link RapidShare, ifile.it, JUMBO Files, Uploaded.to, Zippyshare, FileSonic, turbobit.net, ul.to, ORON, DepositFiles, hotfile.com, rapidgator.net, letitbit.net, extabit.com, filefactory.com. Market Risk Analysis, Volume IV Value at Risk Models (PDF) Download Torrent with keygen, crack, serial, dvdrip, hdrip, 720p
Dear visitors of our site! You went to the site as unregistered user. We encourage you to register or enter the site under your name. Thank you for your attention!

Views: 94 , Comments: 0 .

Related Posts

Dale Lehman, Huybert Groenendaal, "Practical Spreadsheet Risk Modeling for Management Filehost Mirrors: Uploaded.net, Rapidgator.net " 2012 | ISBN-10: 1439855528 | 284 pages | PDF | 7 MB Risk analytics is developing rapidly, and analysts in the...

Macrofinancial Risk Analysis 2008 | 345 Pages | ISBN: 0470058315 | PDF | 4 MB...

Macrofinancial Risk Analysis By Dale Gray, Samuel W Malone 2008 345 Pages | ISBN: 0470058315 | PDF | 4 MB...

Advanced Credit Risk Analysis and Management Publisher: W i l e y | 2013 | PDF | ISBN: 1118604911 | 448 pages | 3.2 Mb Credit is essential in the modern world and creates wealth, provided it is used wisely. The Global Credit Crisis during 2008/2009...

Foundations of Risk Analysis, 2 edition Terje Aven, 2012 | ISBN-10: 1119966973 | 228 pages | PDF | 3,2 MB...

Essential Mathematics for Market Risk Management Simon Hubbert, 2012 | ISBN-10: 1119979528 | 350 pages | PDF | 3,7 MB...

The Professional Risk Managers' Guide to the Energy Market By PRMIA 2007 | 490 Pages | ISBN: 0071546510 | PDF | 14 MB...

The Professional Risk Managers' Guide to the Energy Market By PRMIA 2007 | 490 Pages | ISBN: 0071546510 | PDF | 14 MB An essential resource for all financial professionals affected by energy prices, The Professional Risk Managers' Guide to the...

The Professional Risk Managers Guide to the Energy Market ByPRMIA 2007 490 Pages | ISBN: 0071546510 | PDF | 14 MB...

Safety and Risk Modeling and Its Applications Filehost Mirrors: Uploaded.net, Rapidgator.net 2011 | 443 Pages | ISBN: 0857294695 | PDF | 8 MB Safety and Risk Modeling presents the latest theories and methods of safety and risk with an emphasis on...

The Mathematics of Money Management: Risk Analysis Techniques for Traders by Ralph Vince English | 1 edition (April 17, 1992) | ISBN-10: 0471547387 | 400 pages | PDF | 14 Mb...

The Risk Of Trading by Michael Toma English | Mp3 | 120kbps | 2channel | 202 MB Genre: Video Training Very useful for risk managers and traders.Develop the skills to manage risk in the high-stakes world of financial speculation.The Risk of Trading...

Jean-Paul Chavas - Risk Analysis in Theory and Practice Published: 2004-06-18 | ISBN: 0121706214 | PDF | 247 pages | 2.71 MB...

Landslides - Risk Analysis and Sustainable Disaster Management Published: 2005-11-28 | ISBN: 3540286640 | PDF | 386 pages | 28.37 MB...

Information

Would you like to leave your comment? Please sections of the site

MENU

Applications
Mac Applications
Games
Console Games
Movies
Musics
TV Shows
Documentaries
iPhone/iPad
E-Books
Magazines
Tutorials
Scripts
Graphics
Miscs
Searching..

Good Woodworking 12 (October 1993) | a546 | b87f | menzel barefoot | Tiffen Dfx Video Film Plug-in | Chess sniper | White sniper | Claude fran ois | Design and Analysis of Experiments with R | Hannah Conway | Greater Than Rubies Bridgeman | Fifty Shades of Gravy Bridgeman | An Aria for Nick Bridgeman | The Jewel Anthology Bridgeman | Christmas Diamond Bridgeman | Bradford Smith | Betty Owens Thomason | A Melody for James Bridgeman | Hallee Bridgeman | A Harmony for Steve Bridgeman | The Walking Bread Bridgeman | Emerald Fire Bridgeman | Sapphire Bridgeman | A Carol for Kent Bridgeman | Topaz Heat Bridgeman | Iron Skillet Man Bridgeman | Song of Suspense Bridgeman | e230 | 80a7 | reloaded | ray lamontagne - trouble | kcnc | Carbon Nanotube and Graphene Nanoribbon Interconnects | System Mechanic cracked till 2016 | dephase | de phase | lynda media composer | e-books german | 482 Solid Ground Ibiza 13 | Nature Logo Revealer |

referer

{referer}