The Var Implementation Handbook Gregoriou Greg N 1956 by Gregoriou, Greg N., 1956- instant download after payment.

xxx, 528 pages : 24 cm, \"For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common sense fact. An investor using VaR modeling needs to ask these questions: \"What is my worst-case scenario?\" and \"How much could I lose in a really bad month?\"\" \"The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in the real world.\" \"Heralded as \"the new science of risk management,\" VaR has emerged as the dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a variety of areas-from equity to structured and operational products.\" \"This complete guide thoroughly covers the three major areas of VaR implementation measuring, modeling, and managing risk - in three convenient sections.\"--BOOK JACKET, Series from jacket, Includes bibliographical references and index