rent-now

Rent More, Save More! Use code: ECRENTAL

5% off 1 book, 7% off 2 books, 10% off 3+ books

9780471976226

Beyond Value at Risk The New Science of Risk Management

by
  • ISBN13:

    9780471976226

  • ISBN10:

    0471976229

  • Edition: 1st
  • Format: Paperback
  • Copyright: 1999-05-04
  • Publisher: WILEY
  • Purchase Benefits
  • Free Shipping Icon Free Shipping On Orders Over $35!
    Your order must be $35 or more to qualify for free economy shipping. Bulk sales, PO's, Marketplace items, eBooks and apparel do not qualify for this offer.
  • eCampus.com Logo Get Rewarded for Ordering Your Textbooks! Enroll Now
  • Write a Review Icon Write a Review
List Price: $121.60 Save up to $0.12
  • Buy New
    $121.48
    Add to Cart Free Shipping Icon Free Shipping

    PRINT ON DEMAND: 2-4 WEEKS. THIS ITEM CANNOT BE CANCELLED OR RETURNED.

Summary

Risk measurement and management is the most important issue in finance today. This book examines the concepts underlying the main tools and techniques used by financial institutions to quantify their risk exposure.

Author Biography

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).

Table of Contents

INTRODUCTION TO VAR.
The Risk Management Revolution.
VaR Basics.
DIFFERENT APPROACHES TO MEASURING VAR.
The Variance-Covariance Approach.
The Historical Simulation Approach.
Monte Carlo Simulation and Related Approaches.
Stress Testing.
RISK MANAGEMENT.
Risk-Adjusting Returns and Evaluating Performance.
Decision Making.
Credit Risk.
Liquidity, Operational and Legal Risks.
Allocating Capital.
Firm-Wide Risk Management.
Glossary of Main Terms.
Bibliography.
Indexes.

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Rewards Program