Measuring Market Risk - Tapa dura

Dowd, Kevin K.

 
9780471521747: Measuring Market Risk
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ISBN 10: 0471521744 ISBN 13: 9780471521747
Editorial: John Wiley & Sons Ltd, 2002

Sinopsis

The most up--to--date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring--from parametric versus nonparametric estimation to incre--mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab(r)--allowing the reader to simulate and run the examples in the book.

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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.

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

Editorial
John Wiley & Sons Ltd
Año de publicación
2002
Idioma
Inglés
ISBN 10 
0471521744
ISBN 13 
9780471521747
Encuadernación
Tapa dura
Número de páginas
392
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9780471530305: Measuring Market Risk

Edición Destacada

ISBN 10:  0471530301 ISBN 13:  9780471530305
Editorial: John Wiley & Sons Ltd, 1992
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