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.
| ISBN: | 9780471976226 |
| Publication date: | 26th March 1998 |
| Author: | Kevin Dowd |
| Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
| Format: | Paperback |
| Pagination: | 274 pages |
| Series: | Wiley Frontiers in Finance |
| Genres: |
Finance and accounting |
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 features in the following genres: Finance and accounting
Beyond Value at Risk is available in Paperback
Beyond Value at Risk was written by Kevin Dowd and published by John Wiley & Sons, Inc. an imprint of Wiley
Beyond Value at Risk has 274 pages
Yes it is part of Wiley Frontiers in Finance series