Measuring Market Risk

Measuring Market Risk
ISBN-10
0470016515
ISBN-13
9780470016510
Category
Business & Economics
Pages
410
Language
English
Published
2007-01-11
Publisher
John Wiley & Sons
Author
Kevin Dowd

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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