Beyond Value At Risk by Kevin Dowd
Get Beyond Value At Risk by Kevin Dowd at Traderdeve.com
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.
Table of Contents
INTRODUCTION TO VAR.
The Risk Management Revolution.
DIFFERENT APPROACHES TO MEASURING VAR.
The Variance-Covariance Approach.
The Historical Simulation Approach.
Monte Carlo Simulation and Related Approaches.
Risk-Adjusting Returns and Evaluating Performance.
Liquidity, Operational and Legal Risks.
Firm-Wide Risk Management.
Glossary of Main Terms.
Kevin Dowd – Beyond Value At Risk Download, Beyond Value At Risk Download, Beyond Value At Risk Groupbuy, Beyond Value At Risk Free, Beyond Value At Risk Torrent, Beyond Value At Risk Course Download, Kevin Dowd – Beyond Value At Risk Review, Beyond Value At Risk Review