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Measuring Market Risk with Value at Risk by Penza, Pietro; Bansal, Vipul K.
by Penza, Pietro; Bansal, Vipul K. | HC | Good
Condition:
“Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, ”... Read moreAbout condition
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Located in: Aurora, Illinois, United States
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Estimated between Wed, 12 Jun and Fri, 14 Jun to 43230
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eBay item number:145259613443
Item specifics
- Condition
- Good
- Seller notes
- Binding
- Hardcover
- Weight
- 1 lbs
- Product Group
- Book
- IsTextBook
- No
- ISBN
- 9780471393139
- Book Title
- Measuring Market Risk with Value at Risk
- Book Series
- Wiley Series in Financial Engineering Ser.
- Item Length
- 9.3 in
- Publisher
- Wiley & Sons, Incorporated, John
- Publication Year
- 2000
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Item Height
- 1.1 in
- Genre
- Business & Economics
- Topic
- Investments & Securities / Futures, Decision-Making & Problem Solving, Finance / General
- Item Width
- 6.3 in
- Item Weight
- 21.9 Oz
- Number of Pages
- 320 Pages
About this product
Product Information
"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a decidedly global approach-an essential ingredient for any comprehensive work on market risk. Second, it ties the scientifically grounded, yet intuitively appealing, VaR measure to earlier, more idiosyncratic measures of market risk that are used in specific market environs (e.g., duration in fixed income). Finally, it encompasses all of the accepted approaches to calculating a VaR measure and presents them in a clearly explained fashion with supporting illustrations and completely worked-out examples." -from the Foreword by John F. Marshall, PhD, Principal, Marshall, Tucker & Associates, LLC "Measuring Market Risk with Value at Risk offers a much-needed intellectual bridge, a translation from the esoteric realm of mathematical finance to the domain of financial managers who seek guidance in applying developments from this important field of research as well as that of MBA-level graduate instruction. I believe the authors have done a commendable job of providing a carefully crafted, highly readable, and most useful work, and intend to recommend it to all those involved in business risk management applications." -Anthony F. Herbst, PhD, Professor of Finance and C.R. and D.S. Carter Chair, The University of Texas, El Paso and Founding editor of The Journal of Financial Engineering (1991-1998) "Finally there's a book that strikes a balance between rigor and application in the area of risk management in the banking industry. This innovative book is a MUST for both novices and professionals alike." -Robert P. Yuyuenyongwatana, PhD, Associate Professor of Finance, Cameron University "Measuring Market Risk with Value at Risk is one of the most complete discussions of this emerging topic in finance that I have seen. The authors develop a logical and rigorous framework for using VaR models, providing both historical references and analytical applications." -Kevin Wynne, PhD, Associate Professor of Finance, Lubin School of Business, Pace University
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471393134
ISBN-13
9780471393139
eBay Product ID (ePID)
1702948
Product Key Features
Book Title
Measuring Market Risk with Value at Risk
Format
Hardcover
Language
English
Topic
Investments & Securities / Futures, Decision-Making & Problem Solving, Finance / General
Book Series
Wiley Series in Financial Engineering Ser.
Publication Year
2000
Illustrator
Yes
Genre
Business & Economics
Number of Pages
320 Pages
Dimensions
Item Length
9.3 in
Item Height
1.1 in
Item Width
6.3 in
Item Weight
21.9 Oz
Additional Product Features
Intended Audience
Trade
Series Volume Number
17
Lc Classification Number
Hg6024.3.P46 2001
Table of Content
Global Banking Industry. Risk Management Approaches in BankingActivity. Financial Risk Management and Regulations. A Simple Introduction to Value at Risk. Measuring Prices and Returns. Statistics for Prices and Returns. Estimating and Forecasting Volatility. The Distribution of Returns. Fractal Distributions and Applications to VaR. Fixed-Income Mapping. Equity Pricing. Derivative Pricing. Calculating VaR: An Overview. Parametric Normal Models. Historical Simulation Models. Monte Carlo Simulation Methods. Final Remarks: Limits of VaR. Index.
Copyright Date
2001
Lccn
00-038207
Dewey Decimal
332.1/2/0681
Dewey Edition
21
Item description from the seller
Business seller information
Thrift Books Global, LLC
TB Thrift Books
18300 Cascade Ave S
Ste 150
98188 Seattle, WA
United States
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eBay item number:145259613443
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| Postage and packaging | To | Service | Delivery*See Delivery notes |
|---|---|---|---|
| Free postage | United States | Economy Shipping | Estimated between Wed, 12 Jun and Fri, 14 Jun to 43230 |
| US $15.99 (approx EUR 14.79) | United States | Expedited Shipping | Estimated between Mon, 10 Jun and Tue, 11 Jun to 43230 |
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|---|---|---|
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