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Risk Management: Value at Risk and Beyond - Dempster, M A H (Editor), and Moffatt, H K (Editor)
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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 ...

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Risk Management: Value at Risk and Beyond 2010, Cambridge University Press, Cambridge

ISBN-13: 9780521169639

Trade paperback

Risk Management: Value at Risk and Beyond 2002, Cambridge University Press, Cambridge

ISBN-13: 9780521781800

Hardcover