Risk management : value at risk and beyond

edited by M.A.H. Dempster

This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management

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Year of publication:	2002
Other Persons:	Dempster, Michael Alan Howarth (contributor)
Publisher:	Cambridge : Cambridge University Press
Subject:	Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Finanzdienstleistung \| Financial services \| Theorie \| Theory
Description of contents:	Table of Contents [external.dandelon.com] ; Description [zbmath.org]

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Extent:	Online-Ressource (xiv, 274 p) ill 24 cm
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references Cover; Half-title; Title; Copyright; CONTENTS; Contributors; Introduction; Quantifying the Risks of Trading; Value at Risk Analysis of a Leveraged Swap; Stress Testing in a Value at Risk Framework; Dynamic Portfolio Replication Using Stochastic Programming; Credit and Interest Rate Risk; Coherent Measures of Risk; Correlation and Dependence in Risk Management: Properties and Pitfalls; Measuring Risk with Extreme Value Theory; Extremes in Operational Risk Management Electronic reproduction; Available via World Wide Web
ISBN:	0-521-78180-9 ; 978-0-521-78180-0
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012672980