Measuring Market Risk

• Authors: Dowd - Kevin - Kevin Dowd
• ISBN 10: 0471521744
• ISBN 13: 9780471521747
• Edition: 1
• Release: October 15, 2002
• Format: Hardcover (392 pages)
• List Price: $130.00
• More Details
  
  

  List Price: $130.00

  Tags: Professional & Technical, Accounting & Finance, Accounting,

  Book Description:
  The most up-to-date resource on market risk methodologiesFinancial 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.

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