Risk Management
Value at Risk and Beyond
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 o…
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Produktdetails
- ISBN: 978-0-511-06065-6
- EAN: 9780511060656
- Produktnummer: 13835529
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2002
- Seitenangabe: 0 S.
- Plattform: PDF
- Masse: 2'575 KB
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