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Measuring market risk /

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"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,...

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Bibliographic Details
Main Author: Dowd, Kevin
Format: eBook
Language:English
Published: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2005.
Edition:2nd ed.
Series:Wiley finance series.
Subjects:
Financial futures > Mathematical models.
Risk management > Mathematical models.
Portfolio management > Mathematical models.
Financial futures.
Risk management.
Portfolio management.
Risk Management
Online Access:Connect to the full text of this electronic book
Description
Summary:"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. -- The accompanying CD-ROM includes a Measuring Market Risk toolbox, with about 150 risk measurement functions, a manual and a selection of Excel workbooks illustrating basic risk measurement functions."--Publisher's description
Physical Description:1 online resource (xviii, 390 pages : : illustrations.)
Bibliography:Includes bibliographical references (pages 365-377) and index.
ISBN:9781118673485 (electronic bk.)
1118673484 (electronic bk.)