SULJE VALIKKO

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Risk Management: Value at Risk and Beyond
55,10 €
Cambridge University Press
Sivumäärä: 290 sivua
Asu: Pehmeäkantinen kirja
Julkaisuvuosi: 2010, 09.12.2010 (lisätietoa)
Kieli: Englanti
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.

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Myymäläsaatavuus
Helsinki
Tapiola
Turku
Tampere
Risk Management: Value at Risk and Beyondzoom
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ISBN:
9780521169639
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