Beyond value at risk : the new science of risk management

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<title>Beyond value at risk</title>
<subTitle>: the new science of risk management</subTitle>
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<namePart>Dowd, Kevin</namePart>
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<dateIssued encoding="marc">1998</dateIssued>
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<publisher>John Wiley & Sons</publisher>
<dateIssued>cop. 1998</dateIssued>
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<abstract displayLabel="Subject">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)</abstract>
<note type="statement of responsibility">Kevin Dowd</note>
<note>Glosario: P. 250-255</note>
<note type="bibliography">Bibliografía: P. 256-266</note>
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<topic>Gerencia de riesgos</topic>
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<topic>Valoración de riesgos</topic>
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<topic>Riesgo financiero</topic>
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<topic>Análisis estadístico</topic>
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<topic>Modelos de simulación</topic>
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<topic>Análisis de riesgos</topic>
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<topic>Simulación Monte Carlo</topic>
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<identifier type="isbn">0-471-97622-9</identifier>
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