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Beyond Value at Risk The New Science of Risk Management

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ISBN-10: 0471976229

ISBN-13: 9780471976226

Edition: 1999

Authors: Kevin Dowd

List price: $114.00
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Risk measurement and management is now the most important issue in finance - within finance houses internationally. This book explains the most important measures of risk, particularly VAR, in a simple and accessible text.
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Book details

List price: $114.00
Copyright year: 1999
Publisher: John Wiley & Sons, Incorporated
Publication date: 5/4/1999
Binding: Paperback
Pages: 288
Size: 6.75" wide x 9.75" long x 0.75" tall
Weight: 1.100
Language: English

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