Leonard N. Stern School of Business

Value at Risk Seminar

Institute for International Research, Helsinki, Finland

Prof. Ian H. Giddy

New York University



1. The Role of Value-at-Risk in Modern Financial Management (Jauri)

2. Financial Toolkit for Risk Management (Giddy)

3. Measuring Market Exposure: Interest Rates, Currencies, Equities, Commodities (Giddy)

4. Using Volatilities and Correlations to Measure Overall Value at Risk (Giddy)


5. Application of the Value-at-Risk Approach to Management of Corporate Foreign Exchange Risk (Giddy)

6. Finnish Case Study



7. Effective Risk Reporting, Performance Evaluation and Control (Giddy)

8. Application of the Value-at-Risk Approach to Corporate Interest Rate Risk Management (Giddy)

9. The VAR of Options and Other Derivatives (Giddy)

10. Understanding and Managing Pitfalls, Problems and Limitations of the Value-at-Risk Approach (Jauri & Giddy)

Ian H. Giddy, Professor of Finance
New York University • Stern School of Business
44 West 4th Street, New York 10012
Tel 212 998-0332 • Fax 212 995-4233 

Go to Giddy's Web Portal • Contact Ian Giddy at ian.giddy@nyu.edu