Beyond Value at Risk: The New Science of Risk Management

Valutazione media 4
( su 4 valutazioni fornite da Goodreads )
 
9780471976226: Beyond Value at Risk: The New Science of Risk Management

Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management 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:
* How to implement VaR and related systems in the real world
* How to make vital investment decisions and estimate their effect
* How to make hedging decisions
* How to manage a portfolio
It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

From the Inside Flap:

Beyond Value at Risk The New Science of Risk Management Kevin Dowd Today's financial markets are experiencing a Value at Risk revolution, with risk management and measurement now the most important issues facing international finance houses. Not only are they desperate to avoid the fate of Orange County and Barings, they must also contend with fierce competition and market regulators who scrutinise their every move. VaR theory and practice is therefore developing very rapidly. Beginning with a background to VaR in the context of recent developments in risk management, Kevin Dowd gives thorough descriptions of the various existing approaches to VaR - the variance-covariance, historical simulation, Monte Carlo and related simulation approaches, including a section on stress testing. These approaches, along with the innovative new rule described by the author, 'the Generalised Sharpe Rule', are discussed in conjunction with other factors, such as credit liquidity and operational and legal risks, giving a unique, integrated approach to enterprise-wide risk management.

About the Author:

Kevin Dowd is Professor and Head of Economics at the University of Sheffield, England, and is an Adjunct Scholar at the Cato Institute, Washington DC. Prior to this he was Professor of Financial Economics at Sheffield Hallam University and Reader in Monetary Economics at the University of Nottingham. His previous works include Competition and Finance: A Reinterpretation of Financial and Monetary Economics (1996), and Laissez-Faire Banking (1993). He also edited The Experience of Free Banking (1992).

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Kevin Dowd
Editore: Wiley (1999)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Paperback Prima edizione Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 1999. Paperback. Condizione libro: New. book. Codice libro della libreria 0471976229

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 31,96
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,23
Da: U.S.A. a: Italia
Destinazione, tempi e costi

2.

Kevin Dowd
Editore: Wiley (1999)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Paperback Quantità: 1
Da
Ergodebooks
(RICHMOND, TX, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 1999. Paperback. Condizione libro: New. 1. Codice libro della libreria DADAX0471976229

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 37,22
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 11,94
Da: U.S.A. a: Italia
Destinazione, tempi e costi

3.

Dowd, Kevin
Editore: Wiley (2017)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Paperback Quantità: 2
Print on Demand
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2017. Paperback. Condizione libro: New. This item is printed on demand. Codice libro della libreria P110471976229

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 42,91
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 17,04
Da: U.S.A. a: Italia
Destinazione, tempi e costi

4.

Kevin K. Dowd
Editore: John Wiley and Sons Ltd, United Kingdom (1999)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Paperback Prima edizione Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1999. Paperback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management 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 a Generalised Sharpe Rulea , and its practical applications. Beyond Value at Risk provides the answers to key questions, including: aeo How to implement VaR and related systems in the real world aeo How to make vital investment decisions and estimate their effect aeo How to make hedging decisions aeo How to manage a portfolio It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice. Codice libro della libreria AAH9780471976226

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 66,69
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: Italia
Destinazione, tempi e costi

5.

Kevin K. Dowd
Editore: John Wiley and Sons Ltd, United Kingdom (1999)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Paperback Prima edizione Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1999. Paperback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management 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 a Generalised Sharpe Rulea , and its practical applications. Beyond Value at Risk provides the answers to key questions, including: aeo How to implement VaR and related systems in the real world aeo How to make vital investment decisions and estimate their effect aeo How to make hedging decisions aeo How to manage a portfolio It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice. Codice libro della libreria AAH9780471976226

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 67,14
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: Italia
Destinazione, tempi e costi

6.

Kevin K. Dowd
Editore: John Wiley and Sons Ltd
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Paperback Quantità: 1
Da
THE SAINT BOOKSTORE
(Southport, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd. Paperback. Condizione libro: new. BRAND NEW, Beyond Value at Risk: New Science of Risk Management, Kevin K. Dowd, Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management 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 a Generalised Sharpe Rulea , and its practical applications. Beyond Value at Risk provides the answers to key questions, including: aeo How to implement VaR and related systems in the real world aeo How to make vital investment decisions and estimate their effect aeo How to make hedging decisions aeo How to manage a portfolio It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice. Codice libro della libreria B9780471976226

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 64,77
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,65
Da: Regno Unito a: Italia
Destinazione, tempi e costi

7.

Kevin Dowd
Editore: John Wiley and#38; Sons (1998)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Quantità: 1
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 1998. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471976226

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 64,15
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 11,19
Da: Regno Unito a: Italia
Destinazione, tempi e costi

8.

Dowd
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Quantità: 5
Da
firstbookstore
(New Delhi, India)
Valutazione libreria
[?]

Descrizione libro Condizione libro: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Codice libro della libreria AIND-31292

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 76,72
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: India a: Italia
Destinazione, tempi e costi

9.

Dowd
Editore: John Wiley & Sons (2016)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780471976226_lsuk

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 73,39
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,93
Da: Regno Unito a: Italia
Destinazione, tempi e costi

10.

Kevin Dowd
Editore: John Wiley and#38; Sons (1998)
ISBN 10: 0471976229 ISBN 13: 9780471976226
Nuovi Quantità: > 20
Print on Demand
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 1998. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-9780471976226

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 67,52
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 11,19
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro