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Value-at-Risk application for equities: The practice of Russian financial institutions - Tapa blanda
Sinopsis
The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk.
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Reseña del editor
The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk.
Biografía del autor
Dmitry Minashkin has MS degree from Moscow State University of Economics, Statistics and Infotrmatics and MBA degree from Maastricht School of Management. He has over 5 years of work experience in banking industry and is currently in charge of market risk management in Russian Sviaz-bank. He was awarded the Professional Risk Manager title by PRMIA.
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Value-at-Risk application for equities
Publicado por
LAP LAMBERT Academic Publishing Jan 2011, 2011
ISBN 10: 3844301666
ISBN 13: 9783844301663
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk. 92 pp. Englisch. Nº de ref. del artículo: 9783844301663
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Value-at-Risk application for equities : The practice of Russian financial institutions
Publicado por
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3844301666
ISBN 13: 9783844301663
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk. Nº de ref. del artículo: 9783844301663
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Value-At-Risk Application for Equities
Publicado por
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
ISBN 10: 3844301666
ISBN 13: 9783844301663
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Librería: Books Puddle, Woodside, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. pp. 92. Nº de ref. del artículo: 26128878217
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Value-At-Risk Application for Equities
Publicado por
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
ISBN 10: 3844301666
ISBN 13: 9783844301663
Nuevo
Tapa blanda
Librería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Print on Demand pp. 92 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Nº de ref. del artículo: 131676502
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Value-at-Risk application for equities
Publicado por
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3844301666
ISBN 13: 9783844301663
Nuevo
Tapa blanda
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Minashkin DmitryDmitry Minashkin has MS degree from Moscow State University of Economics, Statistics and Infotrmatics and MBA degree from Maastricht School of Management. He has over 5 years of work experience in banking industry and. Nº de ref. del artículo: 5470674
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Value-At-Risk Application for Equities
Publicado por
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
ISBN 10: 3844301666
ISBN 13: 9783844301663
Nuevo
Tapa blanda
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Calificación del vendedor: 4 de 5 estrellas
Condición: New. PRINT ON DEMAND pp. 92. Nº de ref. del artículo: 18128878211
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Imagen del vendedor
Value-at-Risk application for equities
Publicado por
LAP LAMBERT Academic Publishing Jan 2011, 2011
ISBN 10: 3844301666
ISBN 13: 9783844301663
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 92 pp. Englisch. Nº de ref. del artículo: 9783844301663
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