The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management
Table of Contents

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Program Details

Section 1: Alternative Investments And Optimization
1: Asset Allocation For Hedge Fund Strategies
2: Estimating Value-At-Risk Of Institutional Portfolios With Alternative Asset Classes
3: Optimal Allocations Based On The Modified VaR vs. Utility-Based Risk Measure
4: Using VaR For Optimizing And Hedging Portfolios
Section 2: Banking and Insurance Sector Applications
5: Capital Standards And Risk Alignment In Banking Firms 6: Risk Return Optimization
7: A Practitioner's Critique Of Value-At-Risk Models
8: VaR For A Microcredit Loan Portfolio
9: Allocation Of Economic Capital In Banking:
10: Capital Requirement Calculation Of A General Insurance Undertaking
11: Economic Capital Management For Insurance Companies
12: Solvency II