Risk Management: Value at Risk and Beyond - Couverture souple

Dempster, M. A. H.

Couverture souple

ISBN 10 : 0521263743 ISBN 13 : 9780521263740

Editeur : Cambridge University Press, 2011

Synopsis

Please Read Notes: Brand New, International Softcover Edition, Printed in black and white pages, minor self wear on the cover or pages, Sale restriction may be printed on the book, but Book name, contents, and author are exactly same as Hardcover Edition. Fast delivery through DHL/FedEx express.

A propos du livre

Présentation de l'éditeur

The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and bandwidth. All this can give rise to so-called volatility and there has been a consequent development in formal risk management techniques to cover all types of risk: market, credit, liquidity, etc. One of these techniques, Value at Risk, was developed specifically to help manage market risk over short periods. Its success led, somewhat controversially, to its take up and extension to credit risk over longer time-scales. This extension, ultimately not successful, led to the collapse of a number of institutions. The present book, which was originally published in 2002, by some of the leading figures in risk management, examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice.

Revue de presse

"...studying the articles in this volume will give the reader a profound picture of the foundations of modern risk management in the static case." Journal of the American Statistical Association

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2011
• Langue: anglais
• ISBN 10: 0521263743
• ISBN 13: 9780521263740
• Reliure: Broché
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France