Street French by David Burke

Street French by David Burke

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole.

Topics covered include:

• Defining value-at-risk
• Variance-covariance methodology
• Portfolio VaR
• Credit risk and credit VaR
• Stressed VaR
• Critique and VaR during crisis

Topics are illustrated with Bloomberg screens, worked examples and exercises. Related issues such as statistics, volatility and correlation are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to financial market risk management and risk measurement techniques.

Foreword by Carol Alexander, Professor of Finance, University of Sussex.

David Burke is the coauthor, with Carmel Berman Reingold, of Cooking with David Burke. He is a graduate of the Culinary Institute of America, was trained in France, and was the first American to be awarded the prestigious Meilleurs Ouvriers de France Diplome d'Honneur. His other awards include Japan's Nippon Award of Excellence, the Robert Mondavi Award of Excellence, and the Culinary Institute's August Escoffier Award. He is the executive chef and co-owner of davidburke & donatella, and executive chef and sole owner of David Burke at Bloomingdale's, both in New York City. He lives in Fort Lee, New Jersey.

SKU	Unavailable
ISBN 13	9780471628767
ISBN 10	047162876X
Title	Street French
Author	David Burke
Series	Self-Teaching Guides
Condition	Unavailable
Binding Type	Paperback
Publisher	Wiley
Year published	1988-01-18
Number of pages	256
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.