Risk Management: Value at Risk and Beyond

By:

Dempster, M. A. H

Material type: Text

TextPublication details: New Delhi Cambridge University Press 2011Description: 274pISBN:

9780521263740

Subject(s):

Risk Management

DDC classification:

658.155 RIS

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	7th Floor Reading Zone	General	658.155 RIS (Browse shelf(Opens below))	Available		M0027527

Total holds: 0

Quan tifying the Risks of Trading V alue at Risk Analysis of a Leveraged Swap Stress Testing in a Value at Risk Framework Dynamic Portfolio Replication Using Stochastic Programming Credit and Interest Rate Risk Coheren t Measures of Risk Correlation and Dependence in Risk Management: Properties and Pitfalls Measuring Risk with Extreme Value Theory Extremes in Operational Risk Management

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