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Shvoong Home>Business & Economy>Measuring Market Risk With Value at Risk Summary

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Measuring Market Risk With Value at Risk

Book Abstract by: getAbstract    

Original Author: Pietro Penza and Vipul K. Bansal
This book is a detailed and meticulous presentation of the calculations involved in Value at Risk (VaR) measurement. According
to authors Pietro Penza and Vipul K. Bansal, Value at Risk is one of the most popular approaches to measuring the risk of harm to financial portfolios. It is a valuable institutional tool. Be aware, though, the book’s message and how-to assistance will seem generally irrelevant to individual investors, except for a handful of extremely high net worth individuals at the top of the Forbes 400. Its calculations are beyond the ken of most non-mathematicians, but they will intrigue the right audience. getAbstract.com finds this book to be a useful addition to the libraries of professional investors, bankers or risk managers, particularly those with highly developed analytical skills and a certain degree of comfort with financial engineering. Some other financial managers and lay readers will find useful information here, though they may need to walk on tiptoes through those sections of the content that are over their heads.
Published: April 20, 2009
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