Beyond Value at Risk
The New Science of Risk Management
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Beschreibung
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. 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 portfolio
It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice.
Risikoabschätzung und -management - ein 'heißes' Thema der internationalen Finanzwelt, und das nicht erst seit dem Zusammenbruch von Barings! Dieses Buch erläutert die wichtigsten Methoden der Risikobewertung, insbesondere VAR ('Value at Risk'), in einfacher, verständlicher Form und untersucht die theoretischen Grundlagen der Hilfsmittel und Techniken, anhand derer Finanzdienstleister ihr Risiko berechnen.
Autor*in
Kevin Dowd
Themen in »Beyond Value at Risk«
Finance & Investments Finanz- u. Anlagewesen Finanzwirtschaft Investments & Securities Kapitalanlagen u. Wertpapiere Risikoanalyse Risikomanagement Wirtschaft / Allgemeines, Lexika