Name: measuring market risk + cd-rom, 2nd edition
SKU: 10759408
Price: 115.98 USD
Availability: InStock
Author: kevin dowd
ISBN: 9780470013038

portada measuring market risk + cd-rom, 2nd edition

measuring market risk + cd-rom, 2nd edition

Formato

Libro Físico

Editorial

wiley

Autor

kevin dowd

N° páginas

410.00

ISBN

0470013036

ISBN13

9780470013038

Categorías

Finanzas

measuring market risk + cd-rom, 2nd edition

Kevin Dowd (Autor) · wiley · Libro Físico

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Reseña del libro "measuring market risk + cd-rom, 2nd edition"

market risk is seen as the most important area within finance as institutions work to better manage the risk resulting from adverse movements in the market. measuring market risk provides an overview of the state-of-the-art in value at risk (var) and expected tail loss (etl) estimation. a fully updated version of measuring market risk. the organisation of the book has been substantially changed, as has the material. more material integrated into the main text this makes the book more readable. reduced amount of arcane material (defined as material that hasnt had a great splash in the literature) new chapter on options risk measurement this is a really hot topic major revisions of other chapters, including a substantial amount of new material (esp. chapters on parametric risk measurement, non-parametric risk measurement, liquidity risks and backtesting) a lot more practical material to help readers perform specific calculations a lot of new examples, qs, 20 longer case studies on key risk measurement issues a lot more tying together of key ideas, more on different density functions, estimation methods and alternative risk measurements