implementing value risk von best philip (32 Ergebnisse)

Zustand: Sehr gut. Auflage: Har/Cdr. 222 Seiten Coverecken leicht gestaucht, kleine Lagerspuren am Buch, Inhalt einwandfrei und ungelesen, CD unbenutzt 218505 Sprache: Englisch Gewicht in Gramm: 480 23,0 x 14,8 x 2,0 cm, Gebundene Ausgabe.

Zustand: Sehr gut. Schutzumschlag leicht berieben und ca. 10 cm langer senkrechter Schnitt auf der Vorderseite, auf dem Hardcover als Kratzer zu sehen, kleine Lagerspuren am Buch, Inhalt einwandfrei und ungelesen 102833 Sprache: Englisch Gewicht in Gramm: 500.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780471972051.

Zustand: Como nuevo. : Este libro explica cómo el Value at Risk (VAR) puede ser utilizado como una parte integral de un marco de gestión de riesgos y de negocios, en lugar de como una herramienta independiente. Los objetivos de este libro son explicar: Qué es y qué no es el VAR. Cómo calcular el VAR: los tres métodos principales. Por qué es necesario realizar pruebas de estrés para complementar el VAR. Cómo hacer que las pruebas de estrés sean efectivas. Cómo utilizar el VAR y las pruebas de estrés para gestionar el riesgo. Cómo utilizar el VAR para mejorar el rendimiento de un banco. El VAR como medida regulatoria de riesgo y capital. Los profesionales de la gestión de riesgos, los gerentes generales de bancos, los consultores y los estudiantes de finanzas y gestión de riesgos encontrarán en este libro, y en el paquete de software incluido, una valiosa adición a su biblioteca. EAN: 9780471972051 Tipo: Libros Categoría: Negocios y Economía Título: Implementing Value at Risk Autor: Philip Best Editorial: John Wiley & Sons Inc Idioma: en Páginas: 250 Formato: tapa dura.

Zustand: Very Good. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.

Hardcover. Zustand: Fair. No Jacket. Missing dust jacket; Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 1.06.

Hardcover. Zustand: Very Good. Zustand des Schutzumschlags: Very good. No markings except previous owner signature on inner front cover. Unclipped dust jacket. ALL ITEMS ARE DISPATCHED FROM THE UK WITHIN 48 HOURS ( BOOKS ORDERED OVER THE WEEKEND DISPATCHED ON MONDAY) ALL OVERSEAS ORDERS SENT BY TRACKABLE AIR MAIL. IF YOU ARE LOCATED OUTSIDE THE UK PLEASE ASK US FOR A POSTAGE QUOTE FOR MULTI VOLUME SETS BEFORE ORDERING.

Zustand: Gut. Auflage: 1. Auflage. 222 Seiten ex Library Book Sprache: Englisch Gewicht in Gramm: 469 23,0 x 14,8 x 2,0 cm, Gebundene Ausgabe.

hardcover. Zustand: Good. 1st Edition. Bargain book!

Hardcover. Zustand: VG. Zustand des Schutzumschlags: Very Good. used hardcover in a dust jacket. jacket is slightly worn about the edges, but with no tears and not price clipped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Zustand: New. pp. 222.

Zustand: New. pp. 222.

hardcover. Zustand: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!

hardcover. Zustand: New. In shrink wrap. Looks like an interesting title!

Zustand: New. Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager s briefcase. Perhaps the g.

Zustand: New.

Zustand: New.

Zustand: As New. Unread book in perfect condition.

Buch. Zustand: Neu. Neuware - Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager s briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank s understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is - and isn t! How to calculate VAR - the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank s performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library. Finance/Investment.

Zustand: As New. Unread book in perfect condition.

Zustand: New. In.

Hardcover. Zustand: new. Hardcover. Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank's understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is - and isn't! How to calculate VAR - the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank's performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library. Finance/Investment "Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Hardcover. Zustand: new. Hardcover. Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank's understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is - and isn't! How to calculate VAR - the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank's performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library. Finance/Investment "Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Zustand: New. "Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Series: Wiley Financial Engineering. Num Pages: 222 pages, glossary. BIC Classification: KFFM; KJMV1. Category: (P) Professional & Vocational. Dimension: 231 x 162 x 18. Weight in Grams: 480. . 1999. Hardcover. . . . .

Hardcover. Zustand: Like New. Like New. book.

Zustand: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Zustand: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.

Hardcover. Zustand: new. Hardcover. Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank's understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is - and isn't! How to calculate VAR - the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank's performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library. Finance/Investment "Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.