TY  - BOOK
AU  - Dempster, M. A. H.
TI  - Risk Management: Value at Risk and Beyond
SN  - 9780521263740
U1  - 658.155 
PY  - 2011///
CY  - New Delhi
PB  - Cambridge University Press
KW  - Risk Management
N1  - 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
ER  -