Beyond value at risk : the new science of risk management

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<rdf:Description>
<dc:creator>Dowd, Kevin</dc:creator>
<dc:date>1998</dc:date>
<dc:description xml:lang="es">Glosario: P. 250-255</dc:description>
<dc:description xml:lang="es">Bibliografía: P. 256-266</dc:description>
<dc:description xml:lang="es">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)</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/18312.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>John Wiley & Sons</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Valoración de riesgos</dc:subject>
<dc:subject xml:lang="es">Riesgo financiero</dc:subject>
<dc:subject xml:lang="es">Análisis estadístico</dc:subject>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:subject xml:lang="es">Simulación Monte Carlo</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">Beyond value at risk : the new science of risk management</dc:title>
<dc:format xml:lang="es">XI, 274 p. ; 25 cm</dc:format>
<dc:relation xml:lang="es">Wiley frontiers in finance</dc:relation>
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