|
| Títol : | Beyond value at risk : the new science of risk management | | Tipus de document : | text imprès | | Autors : | Kevin Dowd, Autor | | Editorial : | New York : John Wiley & Sons | | Data de publicació : | 1998 | | Col·lecció : | Wiley frontiers in finance | | Nombre de pàgines : | xi, 274 p. | | ll. : | il. | | Dimensions : | 25 cm | | ISBN/ISSN/DL : | 978-0-471-97621-9 | | Nota general : | Inclou índex i bibliografia | | Idioma : | Anglès (eng) | | Matèries : | Futurs financers
Gestió del risc
| | Classificació : | 601.9 Risc | | Resum : | 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. | | Permalink : | https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 |
Beyond value at risk : the new science of risk management [text imprès] / Kevin Dowd, Autor . - New York : John Wiley & Sons, 1998 . - xi, 274 p. : il. ; 25 cm. - ( Wiley frontiers in finance) . ISBN : 978-0-471-97621-9 Inclou índex i bibliografia Idioma : Anglès ( eng) | Matèries : | Futurs financers
Gestió del risc
| | Classificació : | 601.9 Risc | | Resum : | 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. | | Permalink : | https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 |
|  |
Beyond value at risk / Kevin Dowd (1998)
