Items related to Risk Management: Value at Risk and Beyond
Synopsis
The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and bandwidth. All this can give rise to so-called volatility and there has been a consequent development in formal risk management techniques to cover all types of risk: market, credit, liquidity, etc. One of these techniques, Value at Risk, was developed specifically to help manage market risk over short periods. Its success led, somewhat controversially, to its take up and extension to credit risk over longer time-scales. This extension, ultimately not successful, led to the collapse of a number of institutions. The present book, which was originally published in 2002, by some of the leading figures in risk management, examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice.
"synopsis" may belong to another edition of this title.
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
Book Description
In this 2002 book some of the leading figures in risk management examine the complex issues governing the stability of the global financial system. Chapters present a mix of theory and practice, from axiomatics, measurement and extreme value theory to operational, credit and market risk. Essential reading for all involved in financial risk management.
"About this title" may belong to another edition of this title.
Search results for Risk Management: Value at Risk and Beyond
Stock Image
Risk Management: Value at Risk and Beyond
Published by
Cambridge University Press, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Softcover
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9780521169639
Stock Image
Risk Management
Published by
Cambridge University Press, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. Print on Demand pp. 290 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Seller Inventory # 8314499
Buy New
£ 57.95
£ 6.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 4 available
Stock Image
Risk Management: Value at Risk and Beyond
Published by
Cambridge University Press, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Softcover
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780521169639_new
Buy New
£ 53.88
£ 11.98 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Risk Management
Published by
Cambridge University Press CUP, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Softcover
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. Print on Demand pp. 290. Seller Inventory # 26614748
Stock Image
Risk Management: Value at Risk and Beyond
Published by
Cambridge University Press 2011-03-17, 2011
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Paperback
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9780521169639
Buy New
£ 50.91
£ 15.49 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Risk Management
Published by
Cambridge University Press, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Softcover
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 4 out of 5 stars
Condition: New. PRINT ON DEMAND pp. 290. Seller Inventory # 18614742
Stock Image
Risk Management: Value at Risk and Beyond
Published by
Cambridge University Press, 2011
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Softcover
First Edition
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. 2002 Collection of papers on financial risk analysis, addressing the weaknesses of Value at Risk theory. Editor(s): Dempster, M. A. H. Num Pages: 290 pages, Illustrations. BIC Classification: KJMV1; PBT. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 17. Weight in Grams: 430. . 2011. 1st Edition. paperback. . . . . Seller Inventory # V9780521169639
Buy New
£ 62.05
£ 8.16 shipping
Ships from Ireland to U.S.A.
Ships from Ireland to U.S.A.
Quantity: Over 20 available
Stock Image
Risk Management: Value at Risk and Beyond
Published by
Cambridge University Press, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Seller Inventory # C9780521169639
Buy New
£ 62.66
£ 15.35 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Risk Management: Value at Risk and Beyond
Published by
Cambridge University Press, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. 2002 Collection of papers on financial risk analysis, addressing the weaknesses of Value at Risk theory. Editor(s): Dempster, M. A. H. Num Pages: 290 pages, Illustrations. BIC Classification: KJMV1; PBT. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 17. Weight in Grams: 430. . 2011. 1st Edition. paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9780521169639
Stock Image
Risk Management (Paperback)
Published by
Cambridge University Press, Cambridge, 2010
ISBN 10: 0521169631
ISBN 13: 9780521169639
New
Paperback
Seller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and bandwidth. All this can give rise to so-called volatility and there has been a consequent development in formal risk management techniques to cover all types of risk: market, credit, liquidity, etc. One of these techniques, Value at Risk, was developed specifically to help manage market risk over short periods. Its success led, somewhat controversially, to its take up and extension to credit risk over longer time-scales. This extension, ultimately not successful, led to the collapse of a number of institutions. The present book, which was originally published in 2002, by some of the leading figures in risk management, examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. In this 2002 book some of the leading figures in risk management examine the complex issues governing the stability of the global financial system. Chapters present a mix of theory and practice, from axiomatics, measurement and extreme value theory to operational, credit and market risk. Essential reading for all involved in financial risk management. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521169639
Buy New
£ 58.99
£ 37 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available