Risk Budgeting: Portfolio Problem Solving With Value at Risk

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk (repost)  eBooks & eLearning

Posted by Veslefrikk at Jan. 11, 2015
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk (repost)

Neil D. Pearson "Risk Budgeting: Portfolio Problem Solving with Value-at-Risk"
Wiley | 2002-01-18 | ISBN: 0471405566 | 256 pages | PDF | 2 MB

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk (repost)  eBooks & eLearning

Posted by Veslefrikk at June 9, 2014
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk (repost)

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk
Wiley | 2002-01-18 | ISBN: 0471405566 | 256 pages | PDF | 1,7 MB

Risk Budgeting: Portfolio Problem Solving with Value-at-Risk  eBooks & eLearning

Posted by Book-er at March 24, 2009
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk

Neil D. Pearson "Risk Budgeting: Portfolio Problem Solving with Value-at-Risk"
Wiley | 2002-01-18 | ISBN: 0471405566 | 256 pages | PDF | 1,7 MB

Covers the hottest topic in investment for multitrillion pension market and institutional investors
Institutional investors and fund managers understand they must take risks to generate superior investment returns, but the question is how much. Enter the concept of risk budgeting, using quantitative risks measurements, including VaR, to solve the problem…

Asset & Risk Management (repost)  eBooks & eLearning

Posted by Willson at Nov. 30, 2016
Asset & Risk Management (repost)

Louis Esch, Robert Kieffer, Thierry Lopez, "Asset & Risk Management"
English | 2005 | ISBN: 0471491446 | 424 pages | PDF | 2.3 MB

Asset and Risk Management: Risk Oriented Finance [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Nov. 29, 2013
Asset and Risk Management: Risk Oriented Finance [Repost]

Louis Esch, ‎Robert Kieffer, ‎Thierry Lopez - Asset and Risk Management: Risk Oriented Finance
Published: 2005-03-25 | ISBN: 0471491446 | PDF | 424 pages | 4 MB

Asset and Risk Management  eBooks & eLearning

Posted by ChrisRedfield at Aug. 17, 2012
Asset and Risk Management

Louis Esch, Robert Kieffer, Thierry Lopez - Asset and Risk Management
Published: 2005-03-25 | ISBN: 0471491446 | DJVU | 424 pages | 3 MB
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications [Repost]

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications By Dr. David Ardia
English | Springer (2008) | ISBN-10: 3540786562 | 206 pages | ُPDF | 7.40 MB

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model. The first two chapters introduce the work and give an overview of the Bayesian paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the linear regression models with conditionally Normal and Student-t-GJR errors. The sixth chapter shows how agents facing different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov-switching GJR model.

Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)  eBooks & eLearning

Posted by step778 at June 11, 2014
Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)

David Ardia, "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications"
2008 | pages: 203 | ISBN: 3540786562 | PDF | 7,4 mb
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (repost)

Arindam Chaudhuri, Soumya K. Ghosh, "Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory"
2015 | 208 pages | ISBN: 3319260375 | PDF | 4 MB
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Studies in Computational Intelligence) by Fahed Mostafa
English | 20 Mar. 2017 | ISBN: 3319516663 | 184 Pages | PDF | 2.45 MB

This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing,