β Scribed by Kevin Dowd
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL). <p> Measuring Market</I> Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical
The most up-to-date resource on market risk methodologiesFinancial 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) an
Fully revised and restructured, <i>Measuring Market Risk, Second Edition</i> includes aΒ 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, a
Fully revised and restructured, Measuring Market Risk, Second Edition includes aΒ 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
This book provides an introduction to Value at Risk (VaR) and expected tail loss (ETL) estimation and is a student-oriented version of <I>Measuring Market Risk</I> (John Wiley & Sons 2002). <P><I>An Introduction to Market Risk Measurement</I> includes coverage of: <UL><LI>Parametric and no
Bangia A., Diebold F.X. and other, Schuermann T., Stroughair J.D. β USA, Wharton Financial Institutions Center, 1998. β 18 p.<div class="bb-sep"></div>Market risk management under normal conditions traditionally has focussed on the distribution of portfolio value changes resulting from moves in the