Greg N Gregoriou: 33 books

Book cover of The VAR Implementation Handbook, Chapter 21 - Option Pricing with Constant and Time-Varying Volatility
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 20 - Model Risk in VAR Calculations
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 16 - Risk Evaluation of Sectors Traded at the ISE with VaR Analysis
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 19 - Structural Credit Modeling and Its Relationship To Market Value 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 Implementation Handbook, Chapter 8 - Some Advanced Approaches to VaR Calculation and Measurement
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...
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