E-book

An Introduction to Value-at-Risk, 4th Edition

ISBN: 978-0-470-03377-7

E-book

192 pages

January 2007

US $44.99

Purchase This E-book

This price is valid for United States. Change location to view local pricing and availability.

Adobe e-books are read using Adobe Digital Editions. Install Adobe Digital Editions on your PC in order to read or transfer your e-book.

< >

Foreword.

Preface.

Preface to the First Edition.

About the Author.

1. Introduction to Risk.

2. Volatility and Correlation.

3. Value-At-Risk.

4. Value-At-Risk and Fixed Interest Instruments.

5. Options: Risk and Value-At-Risk.

6. Monte Carlo Simulation and Value-At-Risk.

7. Regulatory Issues and Stress-Testing.

8. Credit Risk and Credit Value-At-Risk.

Case Study and Exercises.

Appendix: Taylor's Expansion.

Abbreviations.

Selected Bibliography.

Index.