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An Introduction To Valueatrisk,Used
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The valueatrisk measurement methodology is a widelyused tool in financial market risk management. The fifth edition of Professor Moorad Choudhrys benchmark reference text An Introduction to ValueatRisk offers an accessible and readerfriendly 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 indepth coverage of VaR, set in the context of risk management as a whole.Topics covered include: Defining valueatrisk Variancecovariance methodology Portfolio VaR Credit risk and credit VaR Stressed VaR Critique and VaR during crisisTopics 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.
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