An Introduction to Market Risk Measurement (The Wiley Finance Series) - Tapa blanda

Dowd, Kevin

 
9780470847480: An Introduction to Market Risk Measurement (The Wiley Finance Series)
Tapa blanda
ISBN 10: 0470847484 ISBN 13: 9780470847480
Editorial: Wiley, 2002

Sinopsis

  • Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software.
  • Covers the subject without advanced or exotic material.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

De la contraportada

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
Divided into two parts, part one discusses the various risk measurement techniques, whilst part two provides a toolkit of the main tools required to understand market risk measurement. A CD is packaged with the book, containing a MATLAB folder of risk measurement functions, in addition to some examples in Excel/VBA.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Wiley
Año de publicación
2002
Idioma
Inglés
ISBN 10 
0470847484
ISBN 13 
9780470847480
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
304
Contacto del fabricante
no disponible
Persona responsable
no disponible