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Beyond Value at Risk: The New Science of Risk Management |
| Frontiers in Finance Series |
| Kevin Dowd |
| 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 ÂGeneralised Sharpe RuleÂ, 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 portfolioIt offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice.
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| Paperback |
286 Pages
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Item #:
Price: |
0471976229
$100.00 |
John Wiley & Sons, Inc. | |
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