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Beyond value at risk : the new science of risk management

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      <subfield code="a">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)</subfield>
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