eBooks
The VAR Implementation Handbook: Risk Evaluation of Sectors Traded at ISE with VaR Analysis
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Risk Measures and Their Applications in Asset Management
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: A Model to Measure Portfolio Risks in Venture Capital
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Risk Aggregation and Computation of Total Economic Capital
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Value-At-Risk Based Stop-Loss Trading
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Computational Aspects of Value at Risk
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Some Advanced Approaches to VaR Calculation and Measurement
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Plausible Operational Value-at-Risk Calculations for Management Decision Making
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Cash Flow at Risk: Linking Strategy and Finance
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Applying VAR to Hedge Fund Trading Strategies: Limitations and Challenges
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Efficient VAR: Using Past Forecast Performance to Generate Improved VaR Forecasts
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Calculating VAR for Hedge Funds
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
ETF Strategies and Tactics: ETF Practical Applications
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This chapter comes from ETF Strategies & Tactics, which provides a detailed account of exchange-traded funds (ETFs), covering how they work, their distinctive characteristics, who trades them, who owns them, and their advantages and disadvantages. The authors present techniques for determining the (...)
ETF Strategies and Tactics: ETF Indexes
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This chapter comes from ETF Strategies y Tactics, which provides a detailed account of exchange-traded funds (ETFs), covering how they work, their distinctive characteristics, who trades them, who owns them, and their advantages and disadvantages. The authors present techniques for determining the (...)
El negocio del poder
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«Yo soy el ministro y hago lo que me sale de los cojones, sin que nadie me controle, coño». «El dinero público no es de nadie». «Yo no sé la cantidad de gente que habré colocado en 12 años, no lo sé.». Éstas son frases habituales de los políticos que oímos casi a diario. Para muchos, la política (...)
Conflictividad escolar y la nueva profesión docente
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Una de las constantes que define el clima escolar es la creciente conflictividad, que afecta a la labor educativa desde primaria y primer ciclo de secundaria. En este libro desarrollamos un análisis basado en la experiencia diaria y prácticas de trabajo en centros de secundaria, y en la formación (...)
Emily Jane Brontë: libertad en palabras
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Oscar Arnedillo ha dedicado nada menos que quince años en investigar la literatura Brontë, centrándose sobre todo en la novela de la polémica Emily Jane Brontë, "Cumbres Borrascosas". El autor ha cotejado con gran minuciosidad una estimable cantidad de fuentes primarias y secundarias, gracias en (...)