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.
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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.
- PublisherCambridge University Press
- Publication date2002
- ISBN 10 0521781809
- ISBN 13 9780521781800
- BindingHardcover
- LanguageEnglish
- Number of pages290
- EditorDempster M. A. H.
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Risk Management: Value at Risk and Beyond
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Cambridge University Press, 2002
ISBN 10: 0521781809
ISBN 13: 9780521781800
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780521781800. Seller Inventory # 9703579
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Risk Management: Value at Risk and Beyond
Published by
Cambridge University Press, 2002
ISBN 10: 0521781809
ISBN 13: 9780521781800
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780521781800. Seller Inventory # 9703578
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Risk Management
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Risk Management
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Risk Management
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Risk Management
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 opera. Seller Inventory # 446946959
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Risk Management : Value at Risk and Beyond
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ISBN 10: 0521781809
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 2002 Collection of papers on financial risk analysis, addressing the weaknesses of Value at Risk theory. Seller Inventory # 9780521781800
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Risk Management: Value at Risk and Beyond
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ISBN 10: 0521781809
ISBN 13: 9780521781800
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Risk Management (Hardcover)
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ISBN 10: 0521781809
ISBN 13: 9780521781800
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Hardcover. Condition: new. Hardcover. 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, 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. It will be essential reading for all involved in financial risk management. An examination of 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521781800
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