Articles liés à Measuring Market Risk
Synopsis
Includes a chapter on options risk management, as well as information on parametric risk, non-parametric measurements and liquidity risks. This title also includes practical information to help with specific calculations, and various examples including Q&A's and case studies. It is accompanied by a CD-ROM.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Quatrième de couverture
The second edition of Measuring Market Risk provides an extensive treatment of the state of the art in market risk measurement. The book covers all aspects of modern market risk measurement, and in doing so emphasises new developments in the subject such as coherent and spectral risk measures, the uses of copulas, new applications of stochastic methods, and new developments in backtesting.
The topics covered include: the rise of VaR as a risk measure; different measures of financial risk (including coherent and distortion risk measures); non–parametric approaches (including the bootstrap, order statistics, non–parametric density estimation, and principal components and factor analysis); parametric approaches (including copulas and extreme–value approaches); the theory and applications of stochastic methods; the forecasting of volatilities and correlations; liquidity risk; options risk measurement; risk decomposition; mapping; stress–testing; backtesting; and model risk.
Measuring Market Risk is written in a clear and accessible style, and includes many worked examples of market risk measurement problems.
Présentation de l'éditeur
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurJohn Wiley & Sons Inc
- Date d'édition2005
- ISBN 10 0470013036
- ISBN 13 9780470013038
- ReliureRelié
- Langueanglais
- Numéro d'édition2
- Nombre de pages416
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Measuring Market Risk Second Edition
Edité par
Wiley, 2005
ISBN 10 : 0470013036
ISBN 13 : 9780470013038
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Etat : Fine. 2nd edition, 416 pp. + CD ROM, hardcover, new in rubbed dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. N° de réf. du vendeur ZB1318225
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Measuring Market Risk
Edité par
Wiley, 2005
ISBN 10 : 0470013036
ISBN 13 : 9780470013038
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Measuring Market Risk
Edité par
Wiley, 2005
ISBN 10 : 0470013036
ISBN 13 : 9780470013038
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Measuring Market Risk
Edité par
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ISBN 10 : 0470013036
ISBN 13 : 9780470013038
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Measuring Market Risk
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ISBN 10 : 0470013036
ISBN 13 : 9780470013038
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Measuring Market Risk
Edité par
Wiley, 2005
ISBN 10 : 0470013036
ISBN 13 : 9780470013038
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Etat : good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. N° de réf. du vendeur 3166840-5
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Measuring Market Risk
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John Wiley and Sons Inc, 2005
ISBN 10 : 0470013036
ISBN 13 : 9780470013038
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Measuring Market Risk
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