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Measuring market risk (2nd ed.)

Dowd, Kevin

Part of the The Wiley Finance Series series

See all formats and editions

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.

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Product Details

Publisher/Imprint Wiley-Blackwell

ISBN/Ean0470016515 / 9780470016510

FormateBook (Adobe Pdf)

Dewey332.632042

Published11/01/2007

Country of PubEngland

Book LanguageEnglish

Pages379 pages

Dimensions168. x 244. mm, 964 grams

Copy LimitsCopy: 40%; print: 40%

BIC KFFM Investment & securities