Measuring Market Risk Hardback
by Kevin Dowd
Part of the The Wiley Finance Series series
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.
- Format: Hardback
- Pages: 410 pages
- Publisher: John Wiley and Sons Ltd
- Publication Date: 27/05/2005
- Category: Investment & securities
- ISBN: 9780470013038
- PDF from £25.45