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

Publication: Chichester [etc.] : John Wiley & Sons, cop. 1998Physical description: XI, 274 p. ; 25 cmSeries: (Wiley frontiers in finance)Notes: Glosario: P. 250-255Bibliografía: P. 256-266Materia: 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)Materia / lugar / evento: Gerencia de riesgos Valoración de riesgos Riesgo financiero Análisis estadístico Modelos de simulación Análisis de riesgos Simulación Monte Carlo Secondary series: Wiley frontiers in finance Other categories: 7Standard numbers: ISBN 0-471-97622-9

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FUNDACIÓN MAPFRE. Centro de Documentación

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

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