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Beyond value at risk : the new science of risk management / Kevin, Dowd
| Beyond value at risk : the new science of risk management / Kevin, Dowd |
| Autore | Dowd, Kevin <1958- > |
| Pubbl/distr/stampa | Chichester : John Wiley & Sons, 1998 |
| Descrizione fisica | xi, 274 p. ; 24 cm |
| Collana | Wiley frontiers in finance |
| ISBN | 0-471-97622-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990002885380403321 |
Dowd, Kevin <1958- >
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| Chichester : John Wiley & Sons, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Laisses faire banking / Dowd
| Laisses faire banking / Dowd |
| Autore | Dowd, Kevin <1958- > |
| Pubbl/distr/stampa | London : Routledge, 1993 |
| Descrizione fisica | 372 p. ; 24 cm |
| Disciplina | 342 |
| Collana | Fondation of the market economy |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990007282280403321 |
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Dowd, Kevin <1958- >
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| London : Routledge, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Laissez-faire banking / Kevin Dowd
| Laissez-faire banking / Kevin Dowd |
| Autore | Dowd, Kevin <1958- > |
| Pubbl/distr/stampa | London ; New York : Routledge, 1993 |
| Descrizione fisica | VI, 380 p. : ill. ; 22 cm |
| Disciplina | 332 |
| Collana | Foundations of the market economy series |
| Soggetto non controllato |
Banche - Attività libera
Politica monetaria - Studi per paesi |
| ISBN | 0-415-08584-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990007922580403321 |
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Dowd, Kevin <1958- >
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| London ; New York : Routledge, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / Kevin Dowd
| Laissez-faire banking / Kevin Dowd |
| Autore | DOWD, Kevin |
| Pubbl/distr/stampa | London : Routledge, c1993 |
| Descrizione fisica | VI, 380 p. : ill. ; 23 cm |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico | Banche - gestione |
| ISBN | 0-415-08584-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990002729640203316 |
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DOWD, Kevin
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| London : Routledge, c1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Laissez-faire banking / Kevin Dowd
| Laissez-faire banking / Kevin Dowd |
| Autore | Dowd, Kevin |
| Pubbl/distr/stampa | London ; New York : Routledge, 1993 |
| Descrizione fisica | VI, 380 p. ; 22 cm |
| Disciplina | 332 |
| Collana | Foundations of the market economy |
| Soggetto non controllato |
Politica monetaria - Studi
Banche centrali |
| ISBN | 0415085845 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910387060503321 |
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Dowd, Kevin
|
||
| London ; New York : Routledge, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-22866-X
0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910451549703321 |
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Dowd Kevin
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||
| London ; ; New York : , : Routledge, , 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| ISBN |
1-134-77563-6
0-429-22866-X 0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910783895203321 |
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Dowd Kevin
|
||
| London ; ; New York : , : Routledge, , 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| ISBN |
1-134-77563-6
0-429-22866-X 0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910799992303321 |
|
Dowd Kevin
|
||
| London ; ; New York : , : Routledge, , 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| ISBN |
1-134-77563-6
0-429-22866-X 0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910806814503321 |
|
Dowd Kevin
|
||
| London ; ; New York : , : Routledge, , 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measuring Market Risk [[electronic resource]]
| Measuring Market Risk [[electronic resource]] |
| Autore | Dowd Kevin |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2007 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.632042 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial futures - Mathematical models
Financial futures Mathematical models Portfolio management Portfolio management - Mathematical models Risk management Risk management - Mathematical models Investment & Speculation Finance Business & Economics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-67348-4
1-280-73872-3 9786610738724 0-470-01651-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Measuring Market Risk; Contents; Preface to the Second Edition; Acknowledgements; 1 The Rise of Value at Risk; 1.1 The Emergence of Financial Risk Management; 1.2 Market Risk Measurement; 1.3 Risk Measurement Before VaR; 1.3.1 Gap Analysis; 1.3.2 Duration Analysis; 1.3.3 Scenario Analysis; 1.3.4 Portfolio Theory; 1.3.5 Derivatives Risk Measures; 1.4 Value at Risk; 1.4.1 The Origin and Development of VaR; 1.4.2 Attractions of VaR; 1.4.3 Criticisms of VaR; Appendix: Types of Market Risk; 2 Measures of Financial Risk; 2.1 The Mean-Variance Framework for Measuring Financial Risk
2.2 Value at Risk2.2.1 Basics of VaR; 2.2.2 Determination of the VaR Parameters; 2.2.3 Limitations of VaR as a Risk Measure; 2.3 Coherent Risk Measures; 2.3.1 The Coherence Axioms and their implications; 2.3.2 The Expected Shortfall; 2.3.3 Spectral Risk Measures; 2.3.4 Scenarios as Coherent Risk Measures; 2.4 Conclusions; Appendix 1: Probability Functions; Appendix 2: Regulatory Uses of VaR; 3 Estimating Market Risk Measures: An Introduction and Overview; 3.1 Data; 3.1.1 Profit/Loss Data; 3.1.2 Loss/Profit Data; 3.1.3 Arithmetic Return Data; 3.1.4 Geometric Return Data 3.2 Estimating Historical Simulation VaR3.3 Estimating Parametric VaR; 3.3.1 Estimating VaR with Normally Distributed Profits/Losses; 3.3.2 Estimating VaR with Normally Distributed Arithmetic Returns; 3.3.3 Estimating Lognormal VaR; 3.4 Estimating Coherent Risk Measures; 3.4.1 Estimating Expected Shortfall; 3.4.2 Estimating Coherent Risk Measures; 3.5 Estimating the Standard Errors of risk Measure Estimators; 3.5.1 Standard Errors of Quantile Estimators; 3.5.2 Standard Errors in Estimators of Coherent Risk Measures; 3.6 The Core Issues: An Overview; Appendix 1: Preliminary Data Analysis Appendix 2: Numerical Integration Methods4 Non-Parametric Approaches; 4.1 Compiling Historical Simulation Data; 4.2 Estimation of Historical Simulation VaR and ES; 4.2.1 Basic Historical Simulation; 4.2.2 Bootstrapped Historical Simulation; 4.2.3 Historical Simulation using Non-Parametric Density Estimation; 4.2.4 Estimating Curves and Surfaces for VAR and ES; 4.3 Estimating Confidence Intervals for Historical Simulation VaR and ES; 4.3.1 An Order-Statistics Approach to the Estimation of Confidence Intervals for HS VaR and ES 4.3.2 A Bootstrap Approach to the Estimation of Confidence Intervals for HS VaR and ES4.4 Weighted Historical Simulation; 4.4.1 Age-Weighted Historical Simulation; 4.4.2 Volatility-Weighted Historical Simulation; 4.4.3 Correlation-Weighted Historical Simulation; 4.4.4 Filtered Historical Simulation; 4.5 Advantages and Disadvantages of Non-Parametric Methods; 4.5.1 Advantages; 4.5.2 Disadvantages; 4.6 Conclusions; Appendix 1: Estimating Risk Measures with Order Statistics; Appendix 2: The Bootstrap; Appendix 3: Non-Parametric Density Estimation Appendix 4: Principal Components Analysis and Factor Analysis |
| Record Nr. | UNINA-9910143700303321 |
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Dowd Kevin
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| Chichester, : Wiley, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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