[PDF.46ut] Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)

Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)

[PDF.ue77] Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)

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 | #3065859 in eBooks |  2008-05-02 |  2008-05-02 | File type: PDF

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||2 of 2 people found the following review helpful.| Unclear, and full of errors.|By Peter|I stopped reading this book after the first 7 chapters. It's easy going conceptually, but manages to be very irritating for the following reasons: The "definitions" are often confusing and unilluminating, although the examples that follow generally manage to get the idea across. There are also a large number of mathematical errors, which I|From the Inside Flap|Financial Engineering
|Value at Risk (VaR) has been widely accepted as a tool for quantifying market risk. The idea of a single, uniform measure of market risk is an attractive one, but understanding the underpinnings of the theory a

"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). Finall...

You easily download any file type for your gadget.Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)   |  Pietro Penza, Vipul K. Bansal. Just read it with an open mind because none of us really know.

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