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.

Avainsanat: BUSINESS & ECONOMICS / Finance BUS027000