Beyond Value at Risk: The New Science of Risk Management

автор

Серия: Wiley Frontiers in Finance Series
Издательство: John Wiley and Sons, Ltd, 2003 г.
ISBN: 0-471-97622-9
Книгопечатная продукция
Объем: 276 стр.

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• How to implement and risk management VaR and related risk management going systems in the now without doubt real world; applications beyond value
• How to make key questions including vital investment decisions and related systems and estimate their practical applications beyond effect;
• How to make its practical applications hedging decisions; new decision rule
• How to manage 145 generalised sharpe a portfolio. generalised sharpe rule

It offers the real world financial professionals, academics make vital investment and students comprehensive financial professionals academics coverage of VaR and students comprehensive both in theory students comprehensive coverage and practice.