Value at Risk: Concepts and Applications

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The concept of Value at Risk (VaR) is fast, replacing the standard deviation or volatility as a measure of risk. The book explores its many applications in managing stock equity and option portfolios, credit risk in banks to cope with forex rate risk, and others. Companies are seeing value in risk management departments and sophisticated technology to fight many quantifiable dangers and risks.

ABOUT THE AUTHOR Pramod M. Mantravadi

Pramod M Mantravadi (b.1966) is a senior faculty at the Icfaian School of Management, an ICFAI affiliate. He holds a B.E. degree in Mechanical Engineering from Osmania University College of Engineering, Post Graduate Diploma in Management from IIM Calcutta, and the prestigious Chartered Financial Analyst (CFA) diploma from ICFAI. He has had a brilliant academic record throughout his school and college. Pramod Mantravadi has over 12 years of experience in the industry in reputed companies like ACC, Biological Evans, ITC Bhadrachalam & Core Healthcare. During this period, he had worked across multiple functional areas at Senior Management level, like Sales, Purchasing & Materials Management, Corporate Finance & MIS, Strategic Planning & Market Research. He also worked for 2 years in the USA, in the areas of e-commerce, e-business and Data Warehousing. He played a key role in the development of the E-Market place for Dell Computers in USA. He has worked on several key assignments in the areas of BPR, Customer Satisfaction Studies, Distribution Channel Studies, TQM, Information Systems Development and Organisational Restructuring. His areas of interest include Strategic Management, International Business, Security Analysis and Financial Services. He is also actively involved in case development at ICFAI, and has developed a number of Case Studies in strategic management of Indian Companies. He has also designed several Executive Education Programs for industry executives.

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Bibliographic information

Title
Value at Risk: Concepts and Applications
Author
Edition
1st ed.
Publisher
ISBN
8178817012
Length
212p.
Subjects