“kevin dowd”

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) a... More

The idea of free (or laissez-faire) banking has enjoyed a remarkable renaissance in recent years. It is a novel idea that challenges much of what many banking scholars still take for granted - that banking is inherently unstable, that the banking system needs a lender of last resort or deposit insur... More

These essays present a strong case that state intervention into financial and monetary systems has manifestly failed, and that we would be better off if central banks were abolished and governments stopped interfering with financial markets.... More

The second edition of "Measuring Market Risk" provides an extensive treatment of the state of the art in market risk measurement. The book covers all aspects of modern market risk measurement, and in doing so emphasises new developments in the subject such as coherent and spectral risk measures, the... More

Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool - but is also used by r... More

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 Si... More

If you work with computers, you owe it to yourself to understand the new directions that workstation architecture has taken in the last half decade. This book covers everything, from the basics of modern workstation architecture to structuring benchmarks to squeezing more performance out of critical... More