Год издания: 2003
Издатель: John Wiley and Sons, Ltd
Количество страниц: 276
В продаже с 18.01.2012
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Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool ? but is also used by regulators for banks and finance houses. Beyond Value at Risk provides a comprehensive guide to recent developments and existing approaches to VaR and risk management, going beyond traditional approaches to the subject and offering a new, far-reaching perspective on investment, hedging and portfolio decision-making. The key to this distinctive approach is a new decision rule ? the ?Generalised Sharpe Rule, and its practical applications. Beyond Value at Risk provides the answers to key questions, including: How to implement VaR and related systems in the real world; How to make vital investment decisions and estimate their effect; How to make hedging decisions; How to manage a portfolio. It offers financial professionals, academics and students comprehensive...