Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.
The second edition of Measuring Market Risk provides an extensive treatment of the state of the art in market risk measurement.
This is essential reading for all those who require an introduction to financial market risk management and risk measurement techniques.
This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis.
In this book, we address the business of making money by taking risk....”—From the Introduction In The Fundamentals of Risk Measurement, financial industry veteran Chris Marrison examines what banks must do to succeed in the business of ...
This is essential reading for all those who require an introduction to financial market risk management and value-at-risk.
The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.
The first edition offered a remarkably clear, 'big picture' perspective. This edition expands and updates the topics covered.
This is essential reading for all those who require an introduction to financial market risk management and value-at-risk.
The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book.
International Convergence of Capital Measurement and Capital Standards: A Revised Framework