Dowd, Kevin.

Measures of financial risk [electronic resource] / Kevin Dowd. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (39 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .

Animated audio-visual presentations with synchronized narration. Title from title frames.

Contents: Nature of financial risk -- Representing financial risk using a density function -- VaR as a risk measure -- Expected shortfall -- Coherent risk measures -- Worst-case scenario analyses.

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Mode of access: World Wide Web.

1271 Henry Stewart Talks


Financial risk management.
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