| Title: | Beyond value at risk : the new science of risk management |
| Authors: | Kevin Dowd |
| Material Type: | book |
| Publisher: | Hoboken, N.J. : John Wiley & Sons, 1998 |
| Series: | Wiley series in Frontiers in Finance |
| ISBN / ISSN / EAN : | 978-0-471-97622-6 |
| Size: | 25 cm |
| Bibliography note: | Includes bibliographical references and index |
| Languages: | English |
| Subjects: | Financial futures ; Risk management |
| Description: |
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. It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice. |
| Permalink: | https://isulibrary.isunet.edu/index.php?lvl=notice_display&id=4137 |
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Phone : +(33) 3 88 65 54 32
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