Measuring Market Risk - Couverture rigide

Dowd, Kevin K.

Couverture rigide

ISBN 10 : 0471521744 ISBN 13 : 9780471521747

Editeur : John Wiley & Sons Ltd, 2002

Synopsis

The most up--to--date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring--from parametric versus nonparametric estimation to incre--mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab(r)--allowing the reader to simulate and run the examples in the book.

A propos du livre

À propos de l?auteur

KEVIN DOWD is Professor of Financial Risk Management at Nottingham University Business School and a member of the School's Centre for Research in Risk and Insurance Studies.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 2002
• Langue: anglais
• ISBN 10: 0471521744
• ISBN 13: 9780471521747
• Reliure: Relié
• Nombre de pages: 392
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible