Dowd, Kevin
Measuring Market Risk + CD-ROM
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.
Keywords: BUSINESS & ECONOMICS / Finance BUS027000
- Author(s)
- Dowd, Kevin
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2007
- Language
- en
- Edition
- 2
- Series
- The Wiley Finance Series
- Page amount
- 410 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780470016510
- Printed ISBN
- 9780470013038