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  • 快樂不來自財富,源於自己:許仲翔 (Jason Hsu) at TEDxTaipei 2012
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  • The Var Modeling Handbook: Practical Applications in Alternative Investing, Banking | Ebook
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[flap] For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?”
However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations–until now.
The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in the real world.
Heralded as “the new science of risk management,” VaR has emerged as the dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a variety of areas-from equity to structured and operational products.
This complete guide thoroughly covers the three major areas of VaR implementation–measuring, modeling risk, and managing–in three convenient sections. Savvy professionals will keep this handbook at their fingertips for its: Reliable advice from 40 recognized experts working in universities and financial institutions around the world Effective methods and measures to ensure that implemented VaR models maintain optimal performance Up-to-date coverage on newly exposed areas of volatility, including derivatives
Real-world prosperity requires making informed financial decisions. The VaR Implementation Handbook is a step-by-step playbook to getting the most out of VaR modeling so you can successfully manage financial risk.

Product Details

  • File Size: 7872 KB
  • Print Length: 561 pages
  • Page Numbers Source ISBN: 007161513X
  • Simultaneous Device Usage: Up to 4 simultaneous devices, per publisher limits
  • Publisher: McGraw-Hill Education; 1 edition (March 7, 2009)
  • Publication Date: March 15, 2009
  • Sold by:  Amazon Digital Services LLC
  • Language: English
  • ASIN: B001UX79K0
  • Text-to-Speech: Enabled
  • X-Ray: Not Enabled
  • Word Wise: Not Enabled
  • Lending: Not Enabled
  • Enhanced Typesetting: Not Enabled

快樂不來自財富,源於自己:許仲翔 (Jason Hsu) at TEDxTaipei 2012

許博士是銳聯公司投資長也是創始人之一,負責管理全球資產配置及"基本面指數"相關投資策略,目前銳聯管理全球約1000億美金。他與董事主席Robert Arnott於2004年發明"基本面指數"投資策略,並獲得"威廉夏普最佳指數研究獎"。



Dr. Jason Hsu is the Chief Investment Officer and co-founding partner for Research Affiliates, which is an investment management company with more than $ 100B USD under management and advisory. Jason directs research on the asset allocation models and equity strategies that are built on the Research Affiliates Fundamental Index® concept. Jason worked with Robert Arnott to originate the RAFI® methodology and to popularize the alternative equity beta concept. For his work, he won the 2005 William F. Sharpe Award for Best New Index Research.

Additionally, Jason is an adjunct professor in finance at the Anderson School of Management, UCLA and a visiting professor at Taiwan National University of Political Science (NCCU).

Jason graduated with a BS in Physics from California Institute of Technology and earned his Ph.D. in finance from UCLA where he conducted research on the portfolio choice, business cycles, and portfolio allocations. He is co-author of The Fundamental Index: A Better Way to Invest (Wiley, 2008) and a contributing author to The VAR Implementation Handbook (McGraw--Hill, 2009), Stock Market Volatility (Chapman & Hall/CRC Finance, 2009), Model Risk Evaluation Handbook (McGraw--Hill, 2010), and Shadow Banks and the Financial Crisis of 2007--2008 (Chapman-Hall/Taylor & Francis 2010). Jason has published more than 30 academic and practitioner journal articles and is an active commentator on economic policies and finance industry practices and challenges.

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Steve Collie is a New Zealand based local businessman and entrepreneur. He is the founder and general manager of Stephen Collie Enterprises.