[Download] "Calculating Value at Risk" by Jawwad Ahmed Farid & Agnes Paul # Book PDF Kindle ePub Free

eBook details

Title: Calculating Value at Risk
Author : Jawwad Ahmed Farid & Agnes Paul
Release Date : January 15, 2012
Genre: Finance,Books,Business & Personal Finance,Reference,Professional & Technical,Education,
Pages : * pages
Size : 442745 KB

Description

This Value at Risk instructional guide provides:

a. An introduction to this risk management measurement tool

b. Step-by-step procedures for calculating VaR under various methodologies such as Variance Covariance & Historical Simulation approaches

c. A case-study demonstrating the application of VaR in a non-traditional, market risk oriented application

Also included are:

d. 5 instructor led video sessions with a total duration of 73 minutes that walk through VaR calculations in EXCEL

e. 5 MCQ review sections to check the reader’s understanding