Beyond value at risk The New Science of Risk management - Dowd, Kevin (u.s.a New York : John Wiley, Sons, 1998)
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.
Includes bibliographical references (p. [256]-266) and indexes.
All Ages.
MSF FY99
Keywords: Financial futures; Risk management