Items related to An Introduction to Market Risk Measurement (The Wiley...
Synopsis
- Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software.
- Covers the subject without advanced or exotic material.
"synopsis" may belong to another edition of this title.
From the Back Cover
This book provides an introduction to Value at Risk (VaR) and expected tail loss (ETL) estimation and is a student-oriented version of Measuring Market Risk (John Wiley & Sons 2002).
An Introduction to Market Risk Measurement includes coverage of:
- Parametric and non-parametric risk estimation
- Simulation
- Numerical Methods
- Liquidity Risks
- Risk Decomposition and Budgeting
- Backtesting
- Stress Testing
- Model Risk
About the Author
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.
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date2002
- ISBN 10 0470847484
- ISBN 13 9780470847480
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages304
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An Introduction to Market Risk Measurement (The Wiley Finance Series)
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An Introduction to Market Risk Measurement
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