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	Non disponible
ISBN 13	9780273637523
ISBN 10	0273637525
Titre	Mastering Value Risk
Auteur	Cormac Butler
Série	The Mastering Series
État	Non disponible
Type de reliure	Paperback
Éditeur	Pearson Education Limited
Année de publication	1998-10-28
Nombre de pages	256
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible