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Measuring Market Risk | 2nd edition

by Kevin Dowd

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Publisher John Wiley And Sons Ltd
Language English
Book type Hardcover
Utgiven 2005-07-31
Edition 2
Pages 650
ISBN 9780470013038
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Description

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. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file. (Bookdata)
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