Measuring market risk
By: Kevin Dowd.
Edition: 2nd ed.
Publisher: John Wiley & Sons Inc.; Wiley
Published: 2005
Place of publication: Hoboken, NJ
Language: eng
Number of pages: 408
Subjects: Financial futures -- Mathematical models; Risk management -- Mathematical models; Portfolio management -- Mathematical models
Description: "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.
Notes: Includes bibliographical references and index.