Beyond Value at Risk

Beyond Value at Risk
Author :
Publisher :
Total Pages : 292
Release :
ISBN-10 : UCSC:32106015671701
ISBN-13 :
Rating : 4/5 (01 Downloads)

Book Synopsis Beyond Value at Risk by : Kevin Dowd

Download or read book Beyond Value at Risk written by Kevin Dowd and published by . This book was released on 1998-05-05 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance/Investment 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.


Beyond Value at Risk Related Books

Beyond Value at Risk
Language: en
Pages: 292
Authors: Kevin Dowd
Categories: Business & Economics
Type: BOOK - Published: 1998-05-05 - Publisher:

DOWNLOAD EBOOK

Finance/Investment Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measur
Risk Management
Language: en
Pages: 290
Authors: M. A. H. Dempster
Categories: Mathematics
Type: BOOK - Published: 2002-01-10 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and
An Introduction to Value-at-Risk
Language: en
Pages: 194
Authors: Moorad Choudhry
Categories: Business & Economics
Type: BOOK - Published: 2007-01-11 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry’s benchma
Risk Measures - Value at Risk and Beyond
Language: en
Pages: 89
Authors: Bernhard Höfler
Categories:
Type: BOOK - Published: 2008 - Publisher: GRIN Verlag

DOWNLOAD EBOOK

Master's Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1 (A), University of Graz (Instit
Risk measures - value at risk and beyond
Language: en
Pages: 82
Authors: Bernhard Höfler
Categories: Business & Economics
Type: BOOK - Published: 2007-12-12 - Publisher: GRIN Verlag

DOWNLOAD EBOOK

Master's Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1 (A), University of Graz (Instit