Beyond Value at Risk: The New Science of Risk Management Contributor(s): Dowd, Kevin (Author) |
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ISBN: 0471976229 ISBN-13: 9780471976226 Publisher: Wiley OUR PRICE: $108.30 Product Type: Paperback - Other Formats Published: May 1999 Annotation: Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool but is also used by regulators for banks and finance houses. Beyond Value at Risk provides a comprehensive guide to recent developments and existing approaches to VaR and risk management, going beyond traditional approaches to the subject and offering a new, far-reaching perspective on investment, hedging and portfolio decision-making. The key to this distinctive approach is a new decision rule the Generalised Sharpe Rule, and its practical applications. Beyond Value at Risk provides the answers to key questions, including:
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Additional Information |
BISAC Categories: - Business & Economics | Finance - General - Business & Economics | Corporate Finance - General - Business & Economics | Investments & Securities - General |
Dewey: 658.155 |
LCCN: 97031514 |
Series: Frontiers in Finance |
Physical Information: 0.64" H x 6.74" W x 9.62" (1.08 lbs) 288 pages |
Descriptions, Reviews, Etc. |
Publisher Description: Risikoabschatzung und -management - ein 'hei?es' Thema der internationalen Finanzwelt, und das nicht erst seit dem Zusammenbruch von Barings! Dieses Buch erlautert die wichtigsten Methoden der Risikobewertung, insbesondere VAR ('Value at Risk'), in einfacher, verstandlicher Form und untersucht die theoretischen Grundlagen der Hilfsmittel und Techniken, anhand derer Finanzdienstleister ihr Risiko berechnen. |