000			01519cam a2200373 a 4500
005			20150706003852.0
008			970821s1998 enka bi 001 0 eng
010			_a 97031514
015			_aGB98-29402
019			_a39001764
020			_a0471976210
029	1		_aUKM _bb9829402
040			_aDLC _cDLC _dC\P _dUKM _dMNM
049			_aMNMA
050	0	0	_aHG6024.3 _i.D68 1998
060			_bDB
082	0	0	_a658.155 _221
084			_a658.155 _bDB
100	1		_aDowd, Kevin.
245	1	0	_aBeyond value at risk _h[Book :] _bThe New Science of Risk management / _cKevin Dowd.
260			_au.s.a _aNew York : _b John Wiley, Sons, _c1998.
300			_axi, 274 p. : _bill. ; _c25 cm.
440		0	_aWiley froniters in finance
504			_aIncludes bibliographical references (p. [256]-266) and indexes.
505	0		_aIntroduction 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.
521			_aAll Ages.
599			_aMSF FY99
650		0	_aFinancial futures.
650		0	_aRisk management.
994			_a01 _bMNM
001			0000023554
003			0000
942			_cBK
999			_c47106 _d47106