An Introduction to Market Risk Measurement (The Wiley Finance Series) Book + PRICE WATCH * Amazon pricing is not included in price watch

An Introduction to Market Risk Measurement (The Wiley Finance Series) Book

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.Read More

from£N/A | RRP: £40.99
* Excludes Voucher Code Discount Also available Used from £N/A
  • 0470847484
  • 9780470847480
  • Kevin Dowd
  • 29 August 2002
  • John Wiley & Sons
  • Paperback (Book)
  • 304
  • Pap/Cdr
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