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Kevin Dowd is Professor and Head of Economics at the University of Sheffield, England, and is an Adjunct Scholar at the Cato Institute, Washington DC. Prior to this he was Professor of Financial Economics at Sheffield Hallam University and Reader in Monetary Economics at the University of Nottingham. His previous works include Competition and Finance: A Reinterpretation of Financial and Monetary Economics (1996), and Laissez-Faire Banking (1993). He also edited The Experience of Free Banking (1992).
The Risk Management Revolution.
VaR Basics.
DIFFERENT APPROACHES TO MEASURING VAR.
The Variance-Covariance Approach.
The Historical Simulation Approach.
Monte Carlo Simulation and Related Approaches.
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.
Glossary of Main Terms.
Bibliography.
Indexes.
| Medium: | Taschenbuch |
|---|---|
| Inhalt: |
XII
274 S. |
| ISBN-13: | 9780471976226 |
| ISBN-10: | 0471976229 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Dowd, Kevin |
| Hersteller: |
Wiley
John Wiley & Sons |
| Maße: | 244 x 170 x 16 mm |
| Von/Mit: | Kevin Dowd |
| Erscheinungsdatum: | 04.05.1999 |
| Gewicht: | 0,502 kg |
Kevin Dowd is Professor and Head of Economics at the University of Sheffield, England, and is an Adjunct Scholar at the Cato Institute, Washington DC. Prior to this he was Professor of Financial Economics at Sheffield Hallam University and Reader in Monetary Economics at the University of Nottingham. His previous works include Competition and Finance: A Reinterpretation of Financial and Monetary Economics (1996), and Laissez-Faire Banking (1993). He also edited The Experience of Free Banking (1992).
The Risk Management Revolution.
VaR Basics.
DIFFERENT APPROACHES TO MEASURING VAR.
The Variance-Covariance Approach.
The Historical Simulation Approach.
Monte Carlo Simulation and Related Approaches.
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.
Glossary of Main Terms.
Bibliography.
Indexes.
| Medium: | Taschenbuch |
|---|---|
| Inhalt: |
XII
274 S. |
| ISBN-13: | 9780471976226 |
| ISBN-10: | 0471976229 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Dowd, Kevin |
| Hersteller: |
Wiley
John Wiley & Sons |
| Maße: | 244 x 170 x 16 mm |
| Von/Mit: | Kevin Dowd |
| Erscheinungsdatum: | 04.05.1999 |
| Gewicht: | 0,502 kg |
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