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Beyond value at risk : the new science of risk management

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<titleInfo>
<title>Beyond value at risk</title>
<subTitle>: the new science of risk management</subTitle>
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<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080023379">
<namePart>Dowd, Kevin</namePart>
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<dateIssued encoding="marc">1998</dateIssued>
<issuance>monographic</issuance>
<place>
<placeTerm type="text">Chichester [etc.]</placeTerm>
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<publisher>John Wiley & Sons</publisher>
<dateIssued>cop. 1998</dateIssued>
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<extent>XI, 274 p. 25 cm</extent>
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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>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591182">
<topic>Gerencia de riesgos</topic>
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<topic>Valoración de riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080582418">
<topic>Riesgo financiero</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080594671">
<topic>Análisis estadístico</topic>
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<topic>Modelos de simulación</topic>
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<topic>Análisis de riesgos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080608606">
<topic>Simulación Monte Carlo</topic>
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<classification authority="">7</classification>
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<url displayLabel="MÁS INFORMACIÓN" usage="primary display">mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A</url>
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<title>Wiley frontiers in finance</title>
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<identifier type="isbn">0-471-97622-9</identifier>
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