Dowd, Kevin.
Beyond value at risk The New Science of Risk management / [Book :] Kevin Dowd. - u.s.a New York : John Wiley, Sons, 1998. - xi, 274 p. : ill. ; 25 cm. - Wiley froniters in finance .
Includes bibliographical references (p. [256]-266) and indexes.
Introduction to VaR: The risk management revolution -- VaR basics -- Different approaches to measuring VaR: The variance-covariance approach -- The historical simulation approach -- Monte Carlo simulation and related approaches -- Stress testing -- Risk management: Risk-adjusting returns and evaluating performance -- Decision making -- Credit risk -- Liquidity, operational and legal risks -- Allocating capital -- Firm-wide risk management -- Glossary of main terms -- Bibliography -- Indexes.
All Ages.
0471976210
97031514
GB98-29402
Financial futures.
Risk management.
HG6024.3
658.155
/ DB
Beyond value at risk The New Science of Risk management / [Book :] Kevin Dowd. - u.s.a New York : John Wiley, Sons, 1998. - xi, 274 p. : ill. ; 25 cm. - Wiley froniters in finance .
Includes bibliographical references (p. [256]-266) and indexes.
Introduction to VaR: The risk management revolution -- VaR basics -- Different approaches to measuring VaR: The variance-covariance approach -- The historical simulation approach -- Monte Carlo simulation and related approaches -- Stress testing -- Risk management: Risk-adjusting returns and evaluating performance -- Decision making -- Credit risk -- Liquidity, operational and legal risks -- Allocating capital -- Firm-wide risk management -- Glossary of main terms -- Bibliography -- Indexes.
All Ages.
0471976210
97031514
GB98-29402
Financial futures.
Risk management.
HG6024.3
658.155
/ DB