Measuring Market Risk, 2nd Edition by Kevin Dowd

Measuring Market Risk, 2nd Edition



Download Measuring Market Risk, 2nd Edition




Measuring Market Risk, 2nd Edition Kevin Dowd
Language: English
Page: 410
Format: pdf
ISBN: 0470013036, 9780470016510
Publisher:

Review

"…of value to professional risk managers and academics who are serious about wanting to keep up to date with developments in market risk measurement…" (Financial World, October 2002)
--This text refers to an out of print or unavailable edition of this title.

From the Inside Flap

Measuring Market Risk provides an overview of the state-of-the-art in VaR and ETL estimation. Balancing theory with practice through the use of software simulations, the author explains, in an accessible way, how market risk can be measured.
--This text refers to an out of print or unavailable edition of this title.

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