Bubble value at risk: a countercyclical risk management approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
John Wiley & Sons Singapore Pte. Ltd.
[2013]
|
| Ausgabe: | Revised edition |
| Schriftenreihe: | Wiley Finance
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBR01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | Includes bibliographical references and index Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot. In clear, accessible prose, finance practitioners, Max Wong, describes the VaR measure and what it was meant to do, then explores its various failures in the real world of crisis risk management. More importantly, he lays out a revolutionary new method of measuri |
| Beschreibung: | 1 Online-Ressource (xxi, 346 pages) |
| ISBN: | 9781119198925 1119198925 1118550358 9781118550359 9781118550373 1118550374 9781118550366 1118550366 9781118550342 111855034X |
Internformat
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| 100 | 1 | |a Wong, Max C. Y. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Bubble value at risk |b a countercyclical risk management approach |c Max C.Y. Wong |
| 250 | |a Revised edition | ||
| 264 | 1 | |a Singapore |b John Wiley & Sons Singapore Pte. Ltd. |c [2013] | |
| 300 | |a 1 Online-Ressource (xxi, 346 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley Finance | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot. In clear, accessible prose, finance practitioners, Max Wong, describes the VaR measure and what it was meant to do, then explores its various failures in the real world of crisis risk management. More importantly, he lays out a revolutionary new method of measuri | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management |2 bisacsh | |
| 650 | 7 | |a Financial risk management |2 fast | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Risk management / Mathematical models | |
| 650 | 4 | |a Risk assessment / Mathematical models | |
| 650 | 4 | |a Financial risk management / Mathematical models | |
| 650 | 4 | |a Asset-liability management / Mathematical models | |
| 653 | |a Electronic books | ||
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Datensatz im Suchindex
| _version_ | 1804175976992604160 |
|---|---|
| any_adam_object | |
| author | Wong, Max C. Y. |
| author_facet | Wong, Max C. Y. |
| author_role | aut |
| author_sort | Wong, Max C. Y. |
| author_variant | m c y w mcy mcyw |
| building | Verbundindex |
| bvnumber | BV043396268 |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocn860560450 (OCoLC)860560450 (DE-599)BVBBV043396268 |
| dewey-full | 658.155015118 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.155015118 |
| dewey-search | 658.155015118 |
| dewey-sort | 3658.155015118 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| edition | Revised edition |
| format | Electronic eBook |
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| id | DE-604.BV043396268 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:51Z |
| institution | BVB |
| isbn | 9781119198925 1119198925 1118550358 9781118550359 9781118550373 1118550374 9781118550366 1118550366 9781118550342 111855034X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028814852 |
| oclc_num | 860560450 |
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| owner_facet | DE-861 DE-355 DE-BY-UBR |
| physical | 1 Online-Ressource (xxi, 346 pages) |
| psigel | ZDB-35-WIC UBG_PDA_WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBR_PDA_WIC_Kauf ZDB-35-WIC UBG_PDA_WIC |
| publishDate | 2013 |
| publishDateSearch | 2013 |
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| publisher | John Wiley & Sons Singapore Pte. Ltd. |
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| spelling | Wong, Max C. Y. Verfasser aut Bubble value at risk a countercyclical risk management approach Max C.Y. Wong Revised edition Singapore John Wiley & Sons Singapore Pte. Ltd. [2013] 1 Online-Ressource (xxi, 346 pages) txt rdacontent c rdamedia cr rdacarrier Wiley Finance Includes bibliographical references and index Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot. In clear, accessible prose, finance practitioners, Max Wong, describes the VaR measure and what it was meant to do, then explores its various failures in the real world of crisis risk management. More importantly, he lays out a revolutionary new method of measuri BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Financial risk management fast Mathematisches Modell Wirtschaft Risk management / Mathematical models Risk assessment / Mathematical models Financial risk management / Mathematical models Asset-liability management / Mathematical models Electronic books https://onlinelibrary.wiley.com/doi/book/10.1002/9781119198925 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Wong, Max C. Y. Bubble value at risk a countercyclical risk management approach BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Financial risk management fast Mathematisches Modell Wirtschaft Risk management / Mathematical models Risk assessment / Mathematical models Financial risk management / Mathematical models Asset-liability management / Mathematical models |
| title | Bubble value at risk a countercyclical risk management approach |
| title_auth | Bubble value at risk a countercyclical risk management approach |
| title_exact_search | Bubble value at risk a countercyclical risk management approach |
| title_full | Bubble value at risk a countercyclical risk management approach Max C.Y. Wong |
| title_fullStr | Bubble value at risk a countercyclical risk management approach Max C.Y. Wong |
| title_full_unstemmed | Bubble value at risk a countercyclical risk management approach Max C.Y. Wong |
| title_short | Bubble value at risk |
| title_sort | bubble value at risk a countercyclical risk management approach |
| title_sub | a countercyclical risk management approach |
| topic | BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Financial risk management fast Mathematisches Modell Wirtschaft Risk management / Mathematical models Risk assessment / Mathematical models Financial risk management / Mathematical models Asset-liability management / Mathematical models |
| topic_facet | BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management Financial risk management Mathematisches Modell Wirtschaft Risk management / Mathematical models Risk assessment / Mathematical models Financial risk management / Mathematical models Asset-liability management / Mathematical models |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119198925 |
| work_keys_str_mv | AT wongmaxcy bubblevalueatriskacountercyclicalriskmanagementapproach |