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Beyond Value at Risk : The New Science of Risk Management
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Beyond Value at Risk : The New Science of Risk Management Paperback - 1999 - 1st Edition

by Dowd, Kevin

  • Used

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Wiley & Sons, Incorporated, John. Used - Good. Used book that is in clean, average condition without any missing pages.
Used - Good
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Details

  • Title Beyond Value at Risk : The New Science of Risk Management
  • Author Dowd, Kevin
  • Binding Paperback
  • Edition number 1st
  • Edition 1
  • Condition Used - Good
  • Pages 288
  • Volumes 1
  • Language ENG
  • Publisher Wiley & Sons, Incorporated, John, Chichester
  • Date 1999-05-04
  • Illustrated Yes
  • Features Bibliography, Glossary, Illustrated, Index
  • Bookseller's Inventory # GRP105479910
  • ISBN 9780471976226 / 0471976229
  • Weight 1.08 lbs (0.49 kg)
  • Dimensions 9.62 x 6.74 x 0.64 in (24.43 x 17.12 x 1.63 cm)
  • Library of Congress subjects Risk management, Financial futures
  • Library of Congress Catalog Number 97031514
  • Dewey Decimal Code 658.155

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From the publisher

Risikoabschatzung und -management - ein 'hei?es' Thema der internationalen Finanzwelt, und das nicht erst seit dem Zusammenbruch von Barings! Dieses Buch erlautert die wichtigsten Methoden der Risikobewertung, insbesondere VAR ('Value at Risk'), in einfacher, verstandlicher Form und untersucht die theoretischen Grundlagen der Hilfsmittel und Techniken, anhand derer Finanzdienstleister ihr Risiko berechnen.

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From the rear cover

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.

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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).

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