Dowd, Kevin. <br/><br/>
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 .
<br/><br/>Includes bibliographical references (p. [256]-266) and indexes. 
<br/><br/>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. 
<br/><br/> All Ages. 
<br/><br/><label>ISBN: </label>0471976210 
<br/><br/><label>LCCN: </label>97031514  
<br/><br/><label>Nat. Bib. No.: </label>GB98-29402 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Financial futures.<br/>Risk management.
<br/><br/><label>LC Class. No.: </label>HG6024.3 
<br/><br/><label>Dewey Class. No.: </label>658.155 
<br/><br/><label>National Library of Medicine Call No.: </label> / DB