Beyond Value at Risk - The New Science of Risk Management (Paperback)

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.

General

Imprint:	John Wiley & Sons
Country of origin:	United States
Release date:	March 1998
First published:	May 1999
Authors:	K. Dowd
Dimensions:	243 x 175 x 15mm (L x W x T)
Format:	Paperback
Pages:	288
ISBN-13:	978-0-471-97622-6
Categories:	Books > Business & Economics > Business & management > Management & management techniques > Quality Assurance (QA) & Total Quality Management (TQM) Books > Business & Economics > Business & management > Management of specific areas > Budgeting & financial management
LSN:	0-471-97622-9
Barcode:	9780471976226

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