Mastering Value Risk by Cormac Butler

Mastering Value Risk by Cormac Butler

Examines topics: a practical introduction to Value at Risk; Value at Risk as a Tool in Supervisory Regulation; a profile of VaR methods, how matrices are used to calculate VaR and a comparison of the variance covariance approach with other methods. This work also covers VaR on forward rate agreements; the risk sensitivities of options; and more.

Cormac Butler (London, UK & Hong Kong) is currently an active equity and options trader and a former consultant with Lombard Risk Systems London and has also worked with Peat Marwick and Coopers & Lybrand. He has presented the Accounting for Financial Instruments course for Euromoney for 8 years and worked as a consultant on financial instruments for a major accountancy firm. He has also led seminars with major banks including Salomon Brothers, Robert Fleming and Banque Paribas. He has recently conducted in-house courses for Morgan Stanley, PricewaterhouseCoopers (Holland), Investec (South Africa) and ABB (Switzerland). In addition, he has worked for IIR and Euromoney in Singapore, Hong Kong, Thailand, America Dubai and Saudi Arabia. Cormac graduated from the University of Limerick, Ireland with a degree in Finance. He is the author of Mastering Value at Risk (Financial Times Pitman).

SKU	Nicht verfügbar
ISBN 13	9780273637523
ISBN 10	0273637525
Titel	Mastering Value Risk
Autor	Cormac Butler
Serie	The Mastering Series
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Pearson Education Limited
Erscheinungsjahr	1998-10-28
Seitenanzahl	256
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar