Risk management : value at risk and beyond / edited by M.A.H. Dempster.

Contributor(s):

Dempster, M. A. H. (Michael Alan Howarth), 1938-

Material type: Text

TextPublication details: Cambridge ; New York : Cambridge University Press, 2002.Description: 1 online resource (xiv, 274 pages) : illustrationsContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

0511066961
9780511066962
9780511615337
0511615337
9780511069093
051106909X
0511060653
9780511060656
1280421355
9781280421358
9786610421350
6610421358
1107129265
9781107129269
1139146505
9781139146500
0511179707
9780511179709
0511306652
9780511306655
9780521169639
0521169631

Subject(s): Genre/Form:

Additional physical formats: Print version:: Risk management.DDC classification:

658.155 22

LOC classification:

HD61 .R573 2002eb

Other classification:

85.30
QP 710
SK 980
WIR 160f

Online resources:

Click here to access online

Contents:

Introduction / M.A.H. Dempster -- Quantifying the risks of trading / Evan Picoult -- Value at risk analysis of a leveraged swap / Sanjay Srivastava -- Stress testing in a value at risk framework / Paul H. Kupiec -- Dynamic portfolio replication using stochastic programming / M.A.H. Dempster and G.W.P. Thompson -- Credit and interest rate risk / R. Kiesel, W. Perraudin and A.P. Taylor -- Coherent measures of risk / Philippe Artzner, Freddy Delbaen, Jean-Marc Eber and David Heath -- Correlation and dependence in risk management: properties and pitfalls / Paul Embrechts, Alexander J. McNeil and Daniel Straumann -- Measuring risk with extreme value theory / Richard L. Smith -- Extremes in operational risk management / E.A. Medova and M.N. Kyriacou.

Summary: This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.

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Holdings
Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

Includes bibliographical references.

This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.