"Value-at-Risk and Stress Testing" - similar Books and Chapters

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Book	Author(s)	Year	Publisher
Stress Testing and Risk Integration in Banks	Tiziano Bellini	2017	Academic Press
Risk Management: Value at Risk and Beyond	M. A. H. Dempster	2002-01	Cambridge University Press
Stress Testing for Risk Control Under Basel II	Dimitris N. Chorafas	2007	Butterworth-Heinemann
Extremal quantities and value-at-risk	Victor Chernozhukov	2006	Massachusetts Institute of Technology, Dept. of Economics
Measuring market risk with value at risk	Pietro Penza; Vipul K. Bansal	2001	John Wiley
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing	Evelyn Hayden, Daniel Porath (auth.), Dr. Bernd Engelmann, Dr. Robert Rauhmeier (eds.)	2006	Springer Berlin Heidelberg
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing	Bernd Engelmann; Robert Rauhmeier	2006	Springer Berlin Heidelberg
Implementing Value at Risk +CD	Philip Best	1998	John Wiley & Sons
Backtesting Value at Risk and Expected Shortfall	Simona Roccioletti	1st ed. 2016	Springer Fachmedien Wiesbaden
Value at Risk and Bank Capital Management	Francesco Saita	2007	Academic Press
An Introduction to Value-at-Risk	Moorad Choudhry, Ketul Tanna	2006	Wiley
Econometric modeling of value at risk	Timotheos Angelidis	2009	Nova Science Publishers
An Introduction to Value-at-risk	Moorad Choudhry	June 2000	Securities Institute
Pulmonary function testing and cardiopulmonary stress testing /	Madama, Vincent C.	[1998], ©1998.	Delmar Publishers,
Pulmonary function testing and cardiopulmonary stress testing	Vincent C. Madama	1993	Delmar Publishers
Bubble Value at Risk: A Countercyclical Risk Management Approach	Max C. Y. Wong	2013	John Wiley & Sons
Risk budgeting: portfolio problem solving with value-at-risk /	Pearson, Neil D.	[2002], ©2002.	John Wiley,
Understanding Market, Credit, and Operational Risk: The Value at Risk Approach	Linda Allen, Jacob Boudoukh, Anthony Saunders	2004	Wiley-Blackwell
Stress testing: principles and practice	Myrvin H. Ellestad	2003	Oxford University Press
Stress testing: principles and practice /	Ellestad, Myrvin H.,	[1996], ©1996.	F.A. Davis,
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Value At Risk and Stress Testing	Tom James	Energy Price Risk: Trading and Price Risk Management	T. James	2003	Palgrave Macmillan UK
Value-at-Risk and Stress Testing		ENERGY MARKETS: PRICE RISK MANAGEMENT AND TRADING	Tom James	2007	John Wiley & Sons
From value at risk to stress testing		The essentials of risk management: the definitive guide for the non-risk professional	Crouhy, Michel, 1944- \| Galai, Dan [Author; Contributor] \| Mark, Robert [Author; Contributor] \| Crouhy, Michel, 1944-	2005	McGraw-Hill
3 - Stress Testing in a Value at Risk Framework	Paul H. Kupiec	Risk Management: Value at Risk and Beyond	M. A. H. Dempster	2002-01	Cambridge University Press
Stress-testing credit value-at-risk: a multiyear approach	Alfred Hamerle, Rainer Jobst, Michael Knapp and Matthias Lerner	Stress testing for financial institutions: applications, regulations and techniques /	Rösch, Daniel.; Scheule, Harald.	c2008.	Risk Books,
Stress testing a real estate portfolio through value at risk	Andrea Beltratti; Alessia Bezzecchi	Banking, Lending and Real Estate	Claudio Scardovi; Alessia Bezzecchi	2019	Routledge
Value-at-Risk (VaR) Computations Under Various VaR Models and Stress Testing	Suat Teker; M. Baris Akçay	Islam and Business: Cross-Cultural and Cross-National Perspectives	Kip Becker	2004	Routledge
Stress Tests, Maximum Loss, and Value at Risk	Thomas Breuer; Gerald Krenn; Filip Pistovcak	Regulierung oder Deregulierung der Finanzmärkte: 2. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein	Bernd Britzelmaier; Stephan Geberl; Hans-Rüdiger Kaufmann; Marco Menichetti	2002	Physica-Verlag HD
94 Value at Risk and Conditional Value at Risk		An elementary introduction to mathematical finance	Ross S.M.	2011	CUP
Risk Reporting, Risk Policy and Stress Testing		THE PRINCIPLES OF BANKING (o-book)	Moorad Choudhry	2012	John Wiley & Sons
Value-at-Risk		Value-at-Risk Ansätze zur Abschätzung von Marktrisiken: Theoretische Grundlagen und empirische Analysen	Jens Fricke	2006	Deutscher Universitätsverlag
Value-at-Risk	Fahed Mostafa; Tharam Dillon; Elizabeth Chang	Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk	Fahed Mostafa; Tharam Dillon; Elizabeth Chang	1st ed. 2017	Springer International Publishing
Value at Risk		Encyclopedia of Operations Research and Management Science	Saul I. Gass; Michael C. Fu	3rd ed. 2013	Springer US
Value at Risk	Udo Broll; Jack E. Wahl	Risikomanagement im Unternehmen: Real- und finanzwirtschaftlicher Ansatz für internationale Unternehmen und Finanzintermediäre	Udo Broll; Jack E. Wahl	2012	Springer Fachmedien Wiesbaden
Value at Risk	David L. Olson; Desheng Wu	Enterprise Risk Management Models	David L. Olson; Desheng Wu	2010	Springer Berlin Heidelberg
Value-At-Risk	David Ruppert	Statistics and Finance: An Introduction	David Ruppert	2004	Springer New York
Value at Risk	Steve Anthony	Foreign Exchange in Practice: The New Environment	S. Anthony	3rd ed. 2003	Palgrave Macmillan UK
Value-at-Risk	Serguei Y. Novak	Extreme Value Methods with Applications to Finance	Serguei Y. Novak	2012	Routledge
Value at Risk	Hongmu Lee	Risk Management: Fundamentals, Theory, and Practice in Asia	Hongmu Lee	1st ed. 2021	Springer Nature Singapore
Value at risk		ACT Companion to Treasury Management	Valerie Hawkes	1999	Woodhead Publishing
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries