Picture 1 of 1
Measuring Market Risk with Value at Risk by Penza, Pietro; Bansal, Vipul K.
by Penza, Pietro; Bansal, Vipul K. | HC | Good
Condition:
“Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, ”... Read moreabout condition
Postage:
Located in: Aurora, Illinois, United States
Delivery:
Estimated between Wed, 12 Jun and Fri, 14 Jun to 43230
Returns:
Payments:
Shop with confidence
Seller information
- 99% positive Feedback
Registered as a business seller
Seller assumes all responsibility for this listing.
eBay item number:145259613443
Item specifics
- Condition
- Good
- Seller notes
- Binding
- Hardcover
- Weight
- 1 lbs
- Product Group
- Book
- IsTextBook
- No
- ISBN
- 9780471393139
- Book Title
- Measuring Market Risk with Value at Risk
- Book Series
- Wiley Series in Financial Engineering Ser.
- Item Length
- 9.3 in
- Publisher
- Wiley & Sons, Incorporated, John
- Publication Year
- 2000
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Item Height
- 1.1 in
- Genre
- Business & Economics
- Topic
- Investments & Securities / Futures, Decision-Making & Problem Solving, Finance / General
- Item Width
- 6.3 in
- Item Weight
- 21.9 Oz
- Number of Pages
- 320 Pages
About this product
Product Information
"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a decidedly global approach-an essential ingredient for any comprehensive work on market risk. Second, it ties the scientifically grounded, yet intuitively appealing, VaR measure to earlier, more idiosyncratic measures of market risk that are used in specific market environs (e.g., duration in fixed income). Finally, it encompasses all of the accepted approaches to calculating a VaR measure and presents them in a clearly explained fashion with supporting illustrations and completely worked-out examples." -from the Foreword by John F. Marshall, PhD, Principal, Marshall, Tucker & Associates, LLC "Measuring Market Risk with Value at Risk offers a much-needed intellectual bridge, a translation from the esoteric realm of mathematical finance to the domain of financial managers who seek guidance in applying developments from this important field of research as well as that of MBA-level graduate instruction. I believe the authors have done a commendable job of providing a carefully crafted, highly readable, and most useful work, and intend to recommend it to all those involved in business risk management applications." -Anthony F. Herbst, PhD, Professor of Finance and C.R. and D.S. Carter Chair, The University of Texas, El Paso and Founding editor of The Journal of Financial Engineering (1991-1998) "Finally there's a book that strikes a balance between rigor and application in the area of risk management in the banking industry. This innovative book is a MUST for both novices and professionals alike." -Robert P. Yuyuenyongwatana, PhD, Associate Professor of Finance, Cameron University "Measuring Market Risk with Value at Risk is one of the most complete discussions of this emerging topic in finance that I have seen. The authors develop a logical and rigorous framework for using VaR models, providing both historical references and analytical applications." -Kevin Wynne, PhD, Associate Professor of Finance, Lubin School of Business, Pace University
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471393134
ISBN-13
9780471393139
eBay Product ID (ePID)
1702948
Product Key Features
Book Title
Measuring Market Risk with Value at Risk
Format
Hardcover
Language
English
Topic
Investments & Securities / Futures, Decision-Making & Problem Solving, Finance / General
Book Series
Wiley Series in Financial Engineering Ser.
Publication Year
2000
Illustrator
Yes
Genre
Business & Economics
Number of Pages
320 Pages
Dimensions
Item Length
9.3 in
Item Height
1.1 in
Item Width
6.3 in
Item Weight
21.9 Oz
Additional Product Features
Intended Audience
Trade
Series Volume Number
17
Lc Classification Number
Hg6024.3.P46 2001
Table of Content
Global Banking Industry. Risk Management Approaches in BankingActivity. Financial Risk Management and Regulations. A Simple Introduction to Value at Risk. Measuring Prices and Returns. Statistics for Prices and Returns. Estimating and Forecasting Volatility. The Distribution of Returns. Fractal Distributions and Applications to VaR. Fixed-Income Mapping. Equity Pricing. Derivative Pricing. Calculating VaR: An Overview. Parametric Normal Models. Historical Simulation Models. Monte Carlo Simulation Methods. Final Remarks: Limits of VaR. Index.
Copyright Date
2001
Lccn
00-038207
Dewey Decimal
332.1/2/0681
Dewey Edition
21
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:145259613443
Postage and handling
Item location:
Aurora, Illinois, United States
Posts to:
Afghanistan, Albania, Algeria, American Samoa, Andorra, Angola, Anguilla, Antigua and Barbuda, Argentina, Armenia, Aruba, Australia, Austria, Azerbaijan Republic, Bahamas, Bahrain, Bangladesh, Belarus, Belgium, Belize, Benin, Bermuda, Bhutan, Bolivia, Bosnia and Herzegovina, Botswana, Brazil, British Virgin Islands, Brunei Darussalam, Bulgaria, Burkina Faso, Burundi, Cambodia, Cameroon, Canada, Cape Verde Islands, Cayman Islands, Central African Republic, Chad, Chile, China, Colombia, Comoros, Cook Islands, Costa Rica, Cyprus, Czech Republic, Côte d'Ivoire (Ivory Coast), Democratic Republic of the Congo, Denmark, Djibouti, Dominica, Dominican Republic, Ecuador, Egypt, El Salvador, Equatorial Guinea, Eritrea, Estonia, Ethiopia, Falkland Islands (Islas Malvinas), Fiji, Finland, France, Gabon Republic, Gambia, Georgia, Germany, Ghana, Gibraltar, Greece, Greenland, Grenada, Guam, Guatemala, Guernsey, Guinea, Guinea-Bissau, Guyana, Haiti, Honduras, Hong Kong, Hungary, Iceland, India, Indonesia, Iraq, Ireland, Israel, Italy, Jamaica, Japan, Jersey, Jordan, Kazakhstan, Kenya, Kiribati, Kuwait, Kyrgyzstan, Laos, Latvia, Lebanon, Lesotho, Liberia, Liechtenstein, Lithuania, Luxembourg, Macau, Macedonia, Madagascar, Malawi, Malaysia, Maldives, Mali, Malta, Marshall Islands, Mauritania, Mauritius, Mayotte, Mexico, Micronesia, Moldova, Monaco, Mongolia, Montenegro, Montserrat, Morocco, Mozambique, Namibia, Nauru, Nepal, Netherlands, Netherlands Antilles, New Zealand, Nicaragua, Niger, Nigeria, Niue, Norway, Oman, Pakistan, Palau, Panama, Papua New Guinea, Paraguay, Peru, Philippines, Poland, Portugal, Puerto Rico, Qatar, Republic of Croatia, Republic of the Congo, Romania, Rwanda, Saint Helena, Saint Kitts-Nevis, Saint Lucia, Saint Pierre and Miquelon, Saint Vincent and the Grenadines, San Marino, Saudi Arabia, Senegal, Serbia, Seychelles, Sierra Leone, Singapore, Slovakia, Slovenia, Solomon Islands, Somalia, South Africa, South Korea, Spain, Sri Lanka, Suriname, Svalbard and Jan Mayen, Swaziland, Sweden, Switzerland, Taiwan, Tajikistan, Tanzania, Thailand, Togo, Tonga, Trinidad and Tobago, Tunisia, Turkey, Turkmenistan, Turks and Caicos Islands, Tuvalu, Uganda, United Arab Emirates, United Kingdom, Uruguay, Uzbekistan, Vanuatu, Vatican City State, Vietnam, Virgin Islands (U.S.), Wallis and Futuna, Western Sahara, Western Samoa, Worldwide, Yemen, Zambia, Zimbabwe
Excludes:
Barbados, French Guiana, French Polynesia, Guadeloupe, Libya, Martinique, New Caledonia, Reunion, Russian Federation, Ukraine, Venezuela
| Postage and handling | To | Service | Delivery*See delivery notes |
|---|---|---|---|
| Free postage | United States | Economy Shipping | Estimated between Wed, 12 Jun and Fri, 14 Jun to 43230 |
| US $15.99 (approx. AU $24.25) | United States | Expedited Shipping | Estimated between Mon, 10 Jun and Tue, 11 Jun to 43230 |
| Handling time |
|---|
| Will usually post within 1 business day of receiving cleared payment. |
| Taxes |
|---|
| Seller charges sales tax in |
Sales tax for an item #145259613443
Sales tax for an item #145259613443
Seller collects sales tax for items posted to the following states:
| State | Sales tax rate |
|---|---|
| Missouri (MO) | 8.238% |
Return policy
| Item must be returned within | Refund will be given as |
|---|---|
| 30 days after the buyer receives it | Money back |
The seller is responsible for return postage costs.
You must return items in their original packaging and in the same condition as when you received them. If you don't follow our item condition policy for returnsitem condition policy for returns, you may not receive a full refund.
Refunds by law: In Australia, consumers have a legal right to obtain a refund from a business if the goods purchased are faulty, not fit for purpose or don't match the seller's description. More information at returnsreturns - opens in a new window or tab.
Payment details
Payment methods
Seller Feedback (5,209,471)
z***z (602)- Feedback left by buyer.
Past 6 months
Verified purchase
🏆 SUPER STAR 🤩 AMAZING PHOTOS 🎯 ACCURATE DESCRIPTION ✏️ GENUINE PRODUCTS 💎 HIGH QUALITY 🍯 SUPER PRICES 💰 EASY TO WORK WITH 🍰 ECONOMY HANDLING ⏱️ FAST SHIPPING 🚀 BUBBLE PACKAGE 📦 ARRIVED WITHIN DAYS 🌎 EXCEPTIONAL COMMUNICATION 🎙️ OUTSTANDING CUSTOMER SERVICE 🛎️ GREAT SENSE OF HUMOR 🍿 TOTAL ASSET TO THE EBAY-ECO SYSTEM 🥇 SAVED SELLER 🎱 PROMT REPLY FOR RETURNS 🎯 WOULD BUY FROM AGAIN 🧲 UNDER PROMISES OVER DELIVERS ⛳️ MADE ME VERY HAPPY 🌈 LEFT POSITIVE FEEDBACK 🌼 THANK YOU! 😇 A+++
u***2 (276)- Feedback left by buyer.
Past month
Verified purchase
Outstanding seller. Fair prices that are more than reasonable in this economy. The product is in better condition than described, a true value for my money.
Packaged and shipped well shows seller has concern for the products sold to arrive in excellent condition. The seller communicated timely with progress. Highly recommend this seller & will do business again. Thank you!!⭐️⭐️⭐️⭐️⭐️
a***r (328)- Feedback left by buyer.
Past month
Verified purchase
thrift.books is an awesome place to purchase books! excellent communication! often the books arrive in better condition than described. ships very fast & the books arrive quickly! carefully packaged! +AAAAAAAAAA ebay sellers. i highly recommend thrift.books for people wanting to purchase books! reaasonable prices and shipping costs!
Product ratings and reviews
More to explore:
- Marketing Adult Learning & University Books,
- Marketing Dictionaries & Reference Books in English,
- Marketing Non-Fiction Hardcover Books,
- Cookbooks Non-Fiction Hardcover Marketing Books,
- Marketing Non-Fiction Hardcover Books in German,
- Cookbooks Non-Fiction Paperback Fiction & Marketing Books,
- Philip K. Dick Fiction Fiction & Books,
- Laurell K. Hamilton Fiction Fiction & Books,
- Fiction & Ursula K. Le Guin Fiction Books,
- Philip K. Dick It Fiction Fiction & Books