Measuring Market Risk, Kevin Dowd

Measuring Market Risk, Kevin Dowd

PUBLICATION DATA: ISBN-13: 978-0470013038
LANGUAGE: English
PAGES: 410
PUBLISHER: Wiley
PUBLISHED: July 2005

Fully 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.