Beyond Value at Risk : The New Science of Risk Management

Dowd, Kevin

ISBN 10: 0471976210 / ISBN 13: 9780471976219

Editore: Wiley & Sons, Incorporated, John, 1998

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Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Codice articolo 2355248-6

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Titolo: Beyond Value at Risk : The New Science of ...

Casa editrice: Wiley & Sons, Incorporated, John

Data di pubblicazione: 1998

Legatura: Rilegato

Condizione: Good

Edizione: 1st Edition.

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Riassunto:

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.

Informazioni sull?autore:

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).