The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management https://www.mheducation.com/cover-images/Jpeg_400-high/0071625151.jpeg
The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management

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

1st Edition
By Greg Gregoriou
ISBN10: 0071625151
ISBN13: 9780071625159
Copyright: 2009

Purchase Options

Students, we’re committed to providing you with high-value course solutions backed by great service and a team that cares about your success. See tabs below to explore options and pricing. Don't forget, we accept financial aid and scholarship funds in the form of credit or debit cards.

Product

Out of stock


ISBN10: 0071625151 | ISBN13: 9780071625159

Purchase

$95.00

The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.

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