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Measuring Market Risk

hardcoverJuly 18, 2005
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ISBN-13: 9780470013038 ISBN-10: 0470013036
Publisher
Wiley
Binding
hardcover
Published
July 18, 2005
Weight
2.0 lbs
Dimensions
25.40×3.00×17.50 cm

About this book

Measuring Market Risk by Dowd, Kevin. hardcover edition. ISBN: 9780470013038.

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.