×


 x 

Shopping cart
17%OFFNeil D. Pearson - Risk Budgeting - 9780471405566 - V9780471405566
Stock image for illustration purposes only - book cover, edition or condition may vary.

Risk Budgeting

€ 112.88
€ 93.94
You save € 18.94!
FREE Delivery in Ireland
Description for Risk Budgeting Hardcover. VaR, or value at risk, is a concept introduced by bank dealers to establish parameters for their market short-term risk exposure. This text introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors. Series: Wiley Finance. Num Pages: 336 pages, Ill. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 159 x 25. Weight in Grams: 574.
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. VaR, or value at risk, is a concept first introduced by bank dealers to establish parameters for their market short-term risk exposure. This book introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors, and shows them how they can implement formal risk budgeting to more ... Read more

Product Details

Format
Hardback
Publication date
2002
Publisher
John Wiley and Sons Ltd United States
Number of pages
336
Condition
New
Series
Wiley Finance
Number of Pages
336
Place of Publication
New York, United States
ISBN
9780471405566
SKU
V9780471405566
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Neil D. Pearson
NEIL D. PEARSON, PhD, is an Associate Professor of Finance at the University of Illinois at Urbana-Champaign. His research includes work on the development, estimation, and evaluation of models for pricing and hedging various derivatives and other financial instruments. Dr. Pearson has published papers in a number of academic journals, and is an Associate Editor of both the Journal of ... Read more

Reviews for Risk Budgeting

Goodreads reviews for Risk Budgeting


Subscribe to our newsletter

News on special offers, signed editions & more!