Centro de Documentacion de Fundación MAPFRE - Beyond value at risk : the new science of risk management

MAP20070030831

Beyond value at risk : the new science of risk management / Kevin Dowd. — Chichester [etc.] : John Wiley & Sons, cop. 1998

XI, 274 p. ; 25 cm . — (Wiley frontiers in finance)

Glosario: P. 250-255

Bibliografía: P. 256-266. — Materia: Introduction to VaR: (The risk management revolution, VaR Basics) -- Different approaches to measuring VaR: (The variance-covariance approach. The historical simulation approach. Monte Carlo simulation and related. Stress testing) -- Risk management: (Risk-adjusting returns and evaluating performance. Decision making. Credit risk; Liquidity, operational and legal risks. Allocating capital. Firm-wide risk management)

ISBN 0-471-97622-9

1. Gerencia de riesgos . 2. Valoración de riesgos . 3. Riesgo financiero . 4. Análisis estadístico . 5. Modelos de simulación . 6. Análisis de riesgos . 7. Simulación Monte Carlo . I. Wiley frontiers in finance . II. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 7-DOW-BEY — Record number: 025711

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