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
Dewey number
658.15/5
Index
index present
LC call number
HG6024.3
LC item number
.D68 1998
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley series in financial engineering :
Label
Beyond value at risk : the new science of risk management, Kevin Dowd
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
  • wbl
Contents
Pt. 1. Introduction to VaR. Ch. 1. The Risk Management Revolution. Ch. 2. VaR Basics -- Pt. 2. Different Approaches to Measuring VaR. Ch. 3. The Variance-Covariance Approach. Ch. 4. The Historical Simulation Approach. Ch. 5. Monte Carlo Simulation and Related Approaches. Ch. 6. Stress Testing -- Pt. 3. Risk Management. Ch. 7. Risk-Adjusting Returns and Evaluating Performance. Ch. 8. Decision Making. Ch. 9. Credit Risk. Ch. 10. Liquidity, Operational and Legal Risks. Ch. 11. Allocating Capital. Ch. 12. Firm-Wide Risk Management
Control code
000013422142
Extent
p. cm
Isbn
9780471976226
Lccn
97031514
http://library.link/vocab/recordID
.b18024968
System control number
  • 33217006675798
  • (OCoLC)37567204

Library Locations

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    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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