E-Book, Englisch, 392 Seiten, E-Book
Reihe: The Wiley Finance Series
Dowd Measuring Market Risk
1. Auflage 2002
ISBN: 978-0-470-85521-8
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
E-Book, Englisch, 392 Seiten, E-Book
Reihe: The Wiley Finance Series
ISBN: 978-0-470-85521-8
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
The most up-to-date resource on market risk methodologies
Financial professionals in both the front and back office requirean understanding of market risk and how to manage it. MeasuringMarket Risk provides this understanding with an overview of themost recent innovations in Value at Risk (VaR) and Expected TailLoss (ETL) estimation. This book is filled with clear andaccessible explanations of complex issues that arise in riskmeasuring-from parametric versus nonparametric estimation toincre-mental and component risks. Measuring Market Risk alsoincludes accompanying software written in Matlab(r)-allowing thereader to simulate and run the examples in the book.
