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The VAR Implementation Handbook (McGraw-Hill Finance & Investing) (Hardcover)by Greg N. Gregoriou (Author)





Editorial ReviewsProduct Description
[flap] For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?”
However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now.
The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in the real world.
Heralded as “the new science of risk management,” VaR has emerged as the dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a variety of areas-from equity to structured and operational products.
This complete guide thoroughly covers the three major areas of VaR implementation--measuring, modeling risk, and managing--in three convenient sections. Savvy professionals will keep this handbook at their fingertips for its:

• Reliable advice from 40 recognized experts working in universities and financial institutions around the world
• Effective methods and measures to ensure that implemented VaR models maintain optimal performance
• Up-to-date coverage on newly exposed areas of volatility, including derivatives

Real-world prosperity requires making informed financial decisions. The VaR Implementation Handbook is a step-by-step playbook to getting the most out of VaR modeling so you can successfully manage financial risk.


About the Author
Greg N. Gregoriou is professor of finance in the School of Business and Economics at State University of New York (Plattsburgh). He has published twenty-five books and is coeditor for the peer-reviewed Journal of Derivatives and Hedge Funds and editorial board member for the Journal of Wealth Management, Journal of Risk Management in Financial Institutions, and Brazilian Business Review.

Product Details Hardcover: 624 pages Publisher: McGraw-Hill; 1 edition (February 19, 2009) Language: English ISBN-10: 007161513X ISBN-13: 978-0071615136

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关键词：Implementa implement handbook ATION Hand VaR handbook The

好贵啊。能否便宜点。

可惜自从一年前开始的经济危机，人们就开始用更加全面的CVAR，而不是VAR了。{:3_54:}