Нравится LibRing?
Расскажи друзьям:
Kevin Dowd

Measuring Market Risk + CD-ROM , 2nd Edition

Книгу можно купить в интернет-магазинах:

· OZON.ru 6534р. [Проверить наличие]
ISBN: 0470013036, 9780470013038
Издательство: John Wiley & Sons
Год издания: 2005
Book DescriptionFully 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. The accompanying CD-ROM includes a Measuring Market Risk toolbox, with about 150 risk measurement functions, a manual and a selection of Excel workbooks illustrating basic risk measurement functions. Download Description"This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL). Measuring Market Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical methods, liquidity risks, risk decomposition and budgeting, backtesting, stress testing, and model risk,...