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Beyond Value at Risk: New Science of Risk Management (Frontiers in finance) ISBN: 0471976229 ISBN13: 9780471976226 Beyond Value at Risk: New Science of Risk Management (Frontiers in finance) By: Kevin Dowd Publisher: John Wiley & Sons Ltd Format: Paperback Our Price: 34.00 Discount: 32% RRP: 50.00

Risk measurement and management is an issue in finance. This book aims to explain the most important measures of risk - particularly VAR - in a simple and accessible text. It examines the concepts underlying the main tools and techniques used by financial institutions in quantifying their risk exposure. Quantifying risk exposure is now not only a management tool, but also a regulatory requirement for banks and investment houses.


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.


Brief Description:

Risk measurement and management is an important issue in finance. This book aims to explain the measures of risk - particularly VAR - in a simple text. It examines the concepts underlying the main tools and techniques used by financial institutions in quantifying their risk exposure.

For Pricing and Availability Click Here