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Beyond Value at Risk: The New Science of Risk Management

Цена: 3252 руб.

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.

Kevin Dowd