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	Unavailable
ISBN 13	9780273637523
ISBN 10	0273637525
Title	Mastering Value Risk
Author	Cormac Butler
Series	The Mastering Series
Condition	Unavailable
Binding Type	Paperback
Publisher	Pearson Education Limited
Year published	1998-10-28
Number of pages	256
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable