Beyond value at risk [Book :]The New Science of Risk management / Kevin Dowd.
Von: Dowd, Kevin.
Materialtyp:
BuchReihen: Wiley froniters in finance. Verlag: u.s.a New York : John Wiley, Sons, 1998Beschreibung: xi, 274 p. : ill. ; 25 cm.ISBN: 0471976210.Schlagwörter: Financial futures | Risk managementDDC-Klassifikation: 658.155
Inhalte:
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.
| Medientyp | Aktueller Standort | Signatur | Exemplarnr. | Status | Fälligkeitsdatum |
|---|---|---|---|---|---|
Books
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6october 1203 | 658.155 DB (Regal durchstöbern) | 1 | Verfügbar |
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.
MSF FY99
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