Greg N Gregoriou: 33 books

Book cover of The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets
by Greg N. Gregoriou
Language: English
Release Date: May 14, 2010

Make the post-meltdown markets work for you, using the unparalleled insight of today’s top global investing experts! “This book provides a collection of papers that examine trading execution, technical trading, and trading strategies, as well as algorithms in different markets (equities,...
Book cover of International Corporate Governance After Sarbanes-Oxley
by Paul Ali, Greg N. Gregoriou
Language: English
Release Date: July 28, 2011

"The Sabanes-Oxley Act has been one of the most significant developments in corporate and securities regulation since the New Deal. This collection of important articles would be a valuable resource for anyone seeking to understand Sabanes-Oxley's far-reaching effects on corporate governance...
Book cover of The VAR Implementation Handbook, Chapter 4 - Cash Flow at Risk
by Greg N. Gregoriou
Language: English
Release Date: February 19, 2009

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 comprehensive...
Book cover of The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management
by Greg N. Gregoriou
Language: English
Release Date: February 22, 2010

Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time— a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset...
Book cover of The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets
by Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn
Language: English
Release Date: February 12, 2010

Addresses newly exposed weaknesses of financial risk models in the context of market stress scenarios This will be the definitive book for readers looking to improve their approach to modeling financial risk
Book cover of The VAR Implementation Handbook
by Greg N. Gregoriou
Language: English
Release Date: March 15, 2009

[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...
Book cover of The VAR Implementation Handbook, Chapter 12 - Risk Aggregation and Computation of Total Economic Capital
by Greg N. Gregoriou
Language: English
Release Date: February 19, 2009

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 comprehensive...
Book cover of The VAR Implementation Handbook, Chapter 1 - Calculating VaR for Hedge Funds
by Greg N. Gregoriou
Language: English
Release Date: February 19, 2009

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 comprehensive...
Book cover of The VAR Implementation Handbook, Chapter 6 - Value-at-Risk Performance Criterion

The VAR Implementation Handbook, Chapter 6 - Value-at-Risk Performance Criterion

A Performance Measure for Evaluating Value-at-Risk Models

by Greg N. Gregoriou
Language: English
Release Date: February 19, 2009

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 comprehensive...
Book cover of The VAR Implementation Handbook, Chapter 22 - Value at Risk under Heterogeneous Investment Horizons and Spatial Relations
by Greg N. Gregoriou
Language: English
Release Date: February 19, 2009

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 comprehensive...
Book cover of Handbook of Short Selling
by Greg N. Gregoriou
Language: English
Release Date: August 31, 2011

This comprehensive examination of short selling, which is a bet on stocks declining in value, explores the ways that this strategy drives financial markets. Its focus on short selling by region, its consideration of the history and regulations of short selling, and its mixture of industry and academic...
Book cover of Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers
by Greg N. Gregoriou, Paul U. Ali
Language: English
Release Date: July 31, 2008

The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the...
Book cover of The Handbook of Credit Portfolio Management
by Greg N. Gregoriou, Christian Hoppe
Language: English
Release Date: October 19, 2008

Features expertise from an international team of 35 contributors, including Moorad Choudhry, Panikos Teklos, and Tamar Frankel Provides much-needed, timely information for institutional investors and professional portfolio, asset, and hedge fund managers as the fallout from the credit bubble continues...
Book cover of The VAR Implementation Handbook, Chapter 5 - Plausible Operational Value-at-Risk Calculations for Management Decision Making
by Greg N. Gregoriou
Language: English
Release Date: February 19, 2009

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 comprehensive...
12 3
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy