Description

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.

Measuring Market Risk

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Hardback by Kevin Dowd

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Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 27/05/2005
    ISBN13: 9780470013038, 978-0470013038
    ISBN10: 0470013036

    Number of Pages: 416

    Non Fiction , Business, Finance & Law

    Description

    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.

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