Measuring Market Risk, 2nd Edition

✍ Scribed by Kevin Dowd

Year: 2005
Tongue: English
Leaves: 412
Edition: 2
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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