Login

Dowd, Kevin

Measuring Market Risk

Dowd, Kevin - Measuring Market Risk, ebook

46,50€

Ebook, PDF with Adobe DRM
ISBN: 9780470855218
DRM Restrictions

Printing118 pages with an additional page accrued every 7 hours, capped at 118 pages
Copy to clipboard5 excerpts

The most up-to-date resource on market risk methodologies
Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab(r)-allowing the reader to simulate and run the examples in the book.

Keywords: General Finance & Investments

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2003
Language
en
Edition
1
Series
The Wiley Finance Series
Page amount
392 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470855218
Printed ISBN
9780471521747

Similar titles