Measuring Market Risk.

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Dowd, Kevin

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ISBN:9780470013038
Editorial: Wiley & Sons Ltd.
Fecha de la edición:2005
Número de la edición: 2
Encuadernación:Tapa dura
Dimensiones: 18 cm x 26 cm
Nº Pág.:390
Idiomas:Ingles

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Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A#s and case studies. The accompanying CD-ROM includes a Measuring Market Risk toolbox, with about 150 risk measurement functions, a manual and a selection of Excel workbooks illustrating basic risk measurement functions.