Book: Measuring Market Risk 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.
Details of Book: Measuring Market Risk Book: Measuring Market Risk
Author: Kevin Dowd
ISBN: 0471521744
ISBN-13: 9780471521747
, 978-0471521747
Binding: Hardcover
Publishing Date: 2004
Publisher: John Wiley & Sons
Number of Pages: 650
Language: English