|
In stock, usually dispatched within 24 hours
|
- Product code: 9512
- ISBN: 0471976229,
ISBN13: 9780471976226,
286 pages, paperback
Published by John Wiley & Sons on 1998
, 1st Rate this book...
Rating: 0.0/5 (0 votes cast)
|
|
|
|
|
Description of Beyond Value at Risk |
Risk measurement and management is an issue in finance. This book aims to explain the most important measures of risk - particularly VAR - in a simple and accessible text. It examines the concepts underlying the main tools and techniques used by financial institutions in quantifying their risk exposure. Quantifying risk exposure is now not only a management tool, but also a regulatory requirement for banks and investment houses.
|
Contents of Beyond Value at Risk |
Part One: Introduction to VAR
1. The Risk Management Revolution
2. VAR Basics
Part Two: Different Approaches to Measuring VAR
3. The Variance-Covariance Approach
4. The Historical Simulation Approach
5. Monte Carlo Simulation And Related Approaches
6. Stress Testing
Part Three: Risk Management
7. Risk-Adjusting Returns and Evaluating Performance
8. Decision Making
9. Credit Risk
10. Liquidity, Operational and Legal Risks
11. Allocating Capital
12. Firm-Wide Risk Management
Glossary of main terms
Bibliography
Author index
Subject index
|
Buyers of Beyond Value at Risk also bought
Other books by Kevin Dowd
Bulk buying
| If you need bulk copies of Beyond Value at Risk, or are interested in opening a corporate account, please contact us. |
|
Shopping basket