The Resource Beyond value at risk : the new science of risk management, Kevin Dowd

Beyond value at risk : the new science of risk management, Kevin Dowd

Label
Beyond value at risk : the new science of risk management
Title
Beyond value at risk
Title remainder
the new science of risk management
Statement of responsibility
Kevin Dowd
Creator
Subject
Language
eng
Member of
Action
committed to retain for EAST
Cataloging source
DLC
http://library.link/vocab/creatorName
Dowd, Kevin
Illustrations
illustrations
Index
index present
LC call number
HG6024.3
LC item number
.D68 1998
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Financial futures
  • Risk management
  • Financial futures
  • Risk management
  • Risk management
  • Risque de marché
  • Risque de marché
  • Marchés à terme d'instruments financiers
  • Gestion du risque
  • Modèles mathématiques
  • Derivat (Wertpapier)
  • Risikomanagement
  • Value at Risk
Label
Beyond value at risk : the new science of risk management, Kevin Dowd
Instantiates
Publication
Note
Series from jacket
Bibliography note
Includes bibliographical references (p. [256]-266) and indexes
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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 -- Bibliography -- Indexes
Dimensions
25 cm.
Extent
xi, 274 pages
Isbn
9780471976219
Lccn
97031514
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)37567204
  • (OCoLC)ocm37567204
Label
Beyond value at risk : the new science of risk management, Kevin Dowd
Publication
Note
Series from jacket
Bibliography note
Includes bibliographical references (p. [256]-266) and indexes
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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 -- Bibliography -- Indexes
Dimensions
25 cm.
Extent
xi, 274 pages
Isbn
9780471976219
Lccn
97031514
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)37567204
  • (OCoLC)ocm37567204

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