Risk Budgeting: Portfolio Problem Solving With Value at Risk

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)

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

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…
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.

Philippe Jorion - Value at Risk: The New Benchmark for Managing Financial Risk [Repost]  eBooks & eLearning

Posted by rotten comics at Oct. 6, 2016
Philippe Jorion - Value at Risk: The New Benchmark for Managing Financial Risk [Repost]

Philippe Jorion - Value at Risk: The New Benchmark for Managing Financial Risk
2000 | ISBN: 2212540221 | English | 544 pages | PDF | 18.8 MB

Learn How To Excel At Problem Solving With Self Hypnosis  

Posted by serpmolot at Aug. 17, 2015
Learn How To Excel At Problem Solving With Self Hypnosis

Learn How To Excel At Problem Solving With Self Hypnosis
English | 2015 | mp4 | H264 1280x720 | AAC 2 ch | 1 hrs | 1.26 GB
eLearning, Personal Development, Productivity | Skill level: All level

Hypnosis – Learn How To Excel At Problem Solving With Self Hypnosis, Imagery, Affirmations And Visualizations.

Implementing Value at Risk  eBooks & eLearning

Posted by lenami at Oct. 31, 2010
Implementing Value at Risk

Implementing Value at Risk
Publisher: Wiley | ISBN: 0471972053 | edition 1999 | PDF | 222 pages | 9 mb

Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager’s briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank’s understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is — and isn’t! How to calculate VAR — the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank’s performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library.

Risk and Asset Allocation  

Posted by Mazepa777 at May 8, 2009
Risk and Asset Allocation

Instant Info Riches
Publisher Springer-Verlag Berlin Heidelberg New York | ISBN-10: 3540222138 | edition 2005 | PDF | 547 pages | 11.76 mb

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.
Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation.
Portfolio optimization is presented with emphasis on estimation risk, which is tackled by means of Bayesian, resampling and robust optimization techniques.
All the statistical and mathematical tools, such as copulas, location-dispersion ellipsoids, matrix-variate distributions, cone programming, are introduced from the basics. Comprehension is supported by a large number of figures and examples, as well as real trading and asset management case studies.
At symmys.com the reader will find freely downloadable complementary materials: the Exercise Book; a set of thoroughly documented MATLAB® applications; and the Technical Appendices with all the proofs. More materials and complete reviews can also be found at symmys.com.

Engineering Problem Solving with C, 4 edition (Repost)  eBooks & eLearning

Posted by roxul at Nov. 16, 2016
Engineering Problem Solving with C, 4 edition (Repost)

Delores M. Etter, "Engineering Problem Solving with C, 4 edition"
English | ISBN: 0136085318 | 2013 | 480 pages | PDF | 12 MB

Surviving the Early Years: The Importance of Early Intervention With Babies at Risk  eBooks & eLearning

Posted by ksveta6 at Sept. 11, 2016
Surviving the Early Years: The Importance of Early Intervention With Babies at Risk

Surviving the Early Years: The Importance of Early Intervention With Babies at Risk (United Kingdom Council for Psychotherapy Series) by Stella Acquarone
2016 | ISBN: 1782202781 | English | 320 pages | PDF | 7 MB