Risk Management Frontier: The Theory and Application of Value at Risk: The Theory and Application of Value at Risk

Author: Zhou Daqing
Publisher:
Publish Date: 2004-08-01
Features: The author systematically introduces practical results, offering great assistance to risk managers who need to apply Value at Risk (VaR) systems in practice. This book can serve as a textbook for senior business school students and graduate researchers, as well as a reference for practitioners and management institutions. With a focus on localized content, it provides case studies to support theoretical concepts. Through teamwork, the authors introduce and explore the theory, practical calculations, and assessments of risk management, particularly VaR, which has been one of the most significant and revolutionary developments in recent years. As the first book in Chinese to discuss VaR, it offers detailed discussions on the theoretical development, practical applications, and upcoming regulations (such as capital adequacy requirements) related to VaR. Additionally, it provides academic researchers with broader opportunities for empirical studies in Taiwan beyond translating textbooks.