Beyond Value at Risk: The New Science of Risk Management

4 avg rating
( 5 ratings by Goodreads )
 
9780471976226: Beyond Value at Risk: The New Science of Risk Management
View all copies of this ISBN edition:
 
 

Beyond Value at Risk The New Science of Risk Management AComprehensive Guide to Value at Risk and Risk Management Riskmanagement and measurement are now, without doubt, the hottesttopics in the finance world. Today, quantifying risk management isnot only a management tool - but is also used by regulators forbanks and finance houses. Beyond Value at Risk provides acomprehensive guide to recent developments and existing approachesto VaR and risk management, going beyond traditional approaches tothe subject and offering a new, far-reaching perspective oninvestment, hedging and portfolio decision-making. The key to thisdistinctive approach is a new decision rule - the 'GeneralisedSharpe Rule', and its practical applications. Beyond Value at Riskprovides 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 theireffect
* How to make hedging decisions
* How to manage a portfolio
It offers financial professionals, academics and studentscomprehensive coverage of VaR both in theory and practice.

"synopsis" may belong to another edition of this title.

From the Inside Flap:

Beyond Value at Risk The New Science of Risk Management Kevin Dowd Today's financial markets are experiencing a Value at Risk revolution, with risk management and measurement now the most important issues facing international finance houses. Not only are they desperate to avoid the fate of Orange County and Barings, they must also contend with fierce competition and market regulators who scrutinise their every move. VaR theory and practice is therefore developing very rapidly. Beginning with a background to VaR in the context of recent developments in risk management, Kevin Dowd gives thorough descriptions of the various existing approaches to VaR - the variance-covariance, historical simulation, Monte Carlo and related simulation approaches, including a section on stress testing. These approaches, along with the innovative new rule described by the author, 'the Generalised Sharpe Rule', are discussed in conjunction with other factors, such as credit liquidity and operational and legal risks, giving a unique, integrated approach to enterprise-wide risk management.

About the Author:

Kevin Dowd is Professor and Head of Economics at the University of Sheffield, England, and is an Adjunct Scholar at the Cato Institute, Washington DC. Prior to this he was Professor of Financial Economics at Sheffield Hallam University and Reader in Monetary Economics at the University of Nottingham. His previous works include Competition and Finance: A Reinterpretation of Financial and Monetary Economics (1996), and Laissez-Faire Banking (1993). He also edited The Experience of Free Banking (1992).

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780471976219: Beyond Value at Risk: The New Science of Risk Management (Frontiers in Finance Series)

Featured Edition

ISBN 10:  0471976210 ISBN 13:  9780471976219
Publisher: Wiley, 1998
Hardcover

Top Search Results from the AbeBooks Marketplace

1.

Dowd, Kevin
Published by Wiley
ISBN 10: 0471976229 ISBN 13: 9780471976226
New PAPERBACK Quantity Available: 1
Seller:
Cloud 9 Books
(Wellington, FL, U.S.A.)
Rating
[?]

Book Description Wiley. PAPERBACK. Condition: New. 0471976229 New Condition. Seller Inventory # NEW99.0250266

More information about this seller | Contact this seller

Buy New
US$ 69.99
Convert currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, rates & speeds

2.

Kevin Dowd
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Quantity Available: 1
Seller:
East West Academic Books LLC
(Burlington, NC, U.S.A.)
Rating
[?]

Book Description Condition: New. Seller Inventory # UK16819

More information about this seller | Contact this seller

Buy New
US$ 75.20
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

3.

Kevin K. Dowd
Published by John Wiley & Sons Inc, United States (1999)
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Paperback First Edition Quantity Available: 1
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons Inc, United States, 1999. Paperback. Condition: New. 1. Auflage. Language: English. Brand new Book. 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 a Generalised Sharpe Rulea , and its practical applications. Beyond Value at Risk provides the answers to key questions, including: aeo How to implement VaR and related systems in the real world aeo How to make vital investment decisions and estimate their effect aeo How to make hedging decisions aeo How to manage a portfolio It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice. Seller Inventory # AAH9780471976226

More information about this seller | Contact this seller

Buy New
US$ 77.93
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

4.

Kevin K. Dowd
Published by John Wiley and Sons Ltd, United Kingdom (1999)
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Paperback First Edition Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United Kingdom, 1999. Paperback. Condition: New. 1. Auflage. Language: English. Brand new Book. 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. Seller Inventory # AAH9780471976226

More information about this seller | Contact this seller

Buy New
US$ 79.10
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

5.

Kevin Dowd (author)
Published by Wiley 1998-03-26, Chichester (1998)
ISBN 10: 0471976229 ISBN 13: 9780471976226
New paperback Quantity Available: 10
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Wiley 1998-03-26, Chichester, 1998. paperback. Condition: New. Seller Inventory # 9780471976226

More information about this seller | Contact this seller

Buy New
US$ 72.88
Convert currency

Add to Basket

Shipping: US$ 9.70
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

Kevin Dowd
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Quantity Available: 1
Seller:
BennettBooksLtd
(San Diego, CA, U.S.A.)
Rating
[?]

Book Description Condition: New. New. Seller Inventory # STRM-0471976229

More information about this seller | Contact this seller

Buy New
US$ 78.51
Convert currency

Add to Basket

Shipping: US$ 4.95
Within U.S.A.
Destination, rates & speeds

7.

Kevin Dowd
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Quantity Available: 1
Seller:
East West Academic Books LLC
(Burlington, NC, U.S.A.)
Rating
[?]

Book Description Condition: New. New, Fast Delivery , 100 % money back if any problem with product and services. Seller Inventory # ABECA19558

More information about this seller | Contact this seller

Buy New
US$ 84.60
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

8.

Kevin K. Dowd
Published by John Wiley and#38; Sons (1998)
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Quantity Available: 1
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description John Wiley and#38; Sons, 1998. PAP. Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Seller Inventory # FW-9780471976226

More information about this seller | Contact this seller

Buy New
US$ 74.22
Convert currency

Add to Basket

Shipping: US$ 11.64
From United Kingdom to U.S.A.
Destination, rates & speeds

9.

Kevin K. Dowd
Published by John Wiley and Sons Ltd
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Paperback Quantity Available: 1
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd. Paperback. Condition: New. New copy - Usually dispatched within 2 working days. Seller Inventory # B9780471976226

More information about this seller | Contact this seller

Buy New
US$ 77.34
Convert currency

Add to Basket

Shipping: US$ 8.98
From United Kingdom to U.S.A.
Destination, rates & speeds

10.

Dowd Kevin
Published by John Wiley & Sons
ISBN 10: 0471976229 ISBN 13: 9780471976226
New Quantity Available: 2
Print on Demand
Seller:
Majestic Books
(London, ,, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons. Condition: New. This item is printed on demand. Seller Inventory # 7476053

More information about this seller | Contact this seller

Buy New
US$ 89.96
Convert currency

Add to Basket

Shipping: US$ 7.12
From United Kingdom to U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book