Items related to Risk Management: Value at Risk and Beyond
Book Description
The theory of Value at Risk (VaR), which quantifies the probability of large losses in financial transactions, won the Nobel Prize in economics for Robert Merton. The collapse of the hedge fund Long-Term Capital Management, based on the VaR theory, showed that it was limited, however. This collection of papers by leading researchers, the result of a Newton Institute workshop, addresses the weaknesses of VaR and suggests means of circumventing them. It will be appreciated by graduate students and professionals in financial risk analysis.
Review
"...studying the articles in this volume will give the reader a profound picture of the foundations of modern risk management in the static case." Journal of the American Statistical Association
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International Edition
RISK MANAGEMENT : VALUE AT RISK AND BEYOND
Published by
Cambridge University Press, 2011
ISBN 10: 0521263743
ISBN 13: 9780521263740
New
Softcover
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Brand New. Soft Cover International Edition. Different ISBN and Cover Image. Priced lower than the standard editions which is usually intended to make them more affordable for students abroad. The core content of the book is generally the same as the standard edition. The country selling restrictions may be printed on the book but is no problem for the self-use. This Item maybe shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-17684
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RISK MANAGEMENT : VALUE AT RISK AND BEYOND
Published by
Cambridge University Press, 2011
ISBN 10: 0521263743
ISBN 13: 9780521263740
New
Softcover
Seller: SMASS Sellers, IRVING, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Brand New, Softcover edition. This item may ship from the US or our Overseas warehouse depending on your location and stock availability. Seller Inventory # ASNT3-17684
Quantity: 1 available
International Edition
RISK MANAGEMENT : VALUE AT RISK AND BEYOND
International EditionSeller: UK BOOKS STORE, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Papeback. Condition: Brand New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-11 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability. Seller Inventory # AD 9780521263740
Quantity: 5 available