{"product_id":"9781118316696","title":"An Introduction to Value-at-Risk","description":"\u003cp\u003eThe value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry’s benchmark reference text \u003ci\u003eAn Introduction to Value-at-Risk\u003c\/i\u003e offers an accessible and reader-friendly 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 in-depth coverage of VaR, set in the context of risk management as a whole.\u003c\/p\u003e \u003cp\u003eTopics covered include:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eDefining value-at-risk\u003c\/li\u003e \u003cli\u003eVariance-covariance methodology\u003c\/li\u003e \u003cli\u003ePortfolio VaR\u003c\/li\u003e \u003cli\u003eCredit risk and credit VaR\u003c\/li\u003e \u003cli\u003eStressed VaR\u003c\/li\u003e \u003cli\u003eCritique and VaR during crisis\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eTopics 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.\u003c\/p\u003e \u003cp\u003eForeword by Carol Alexander, Professor of Finance, University of Sussex.\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47130285572336,"sku":"9781118316696","price":75.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781118316696_p0.jpg?v=1763693759","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781118316696","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}