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Synopsis
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.
"synopsis" may belong to another edition of this title.
Product Description
Includes a chapter on options risk management, as well as information on parametric risk, non-parametric measurements and liquidity risks. This title also includes practical information to help with specific calculations, and various examples including Q&A's and case studies. It is accompanied by a CD-ROM.
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)
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date2005
- ISBN 10 0470013036
- ISBN 13 9780470013038
- BindingHardcover
- LanguageEnglish
- Edition number2
- Number of pages416
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Measuring Market Risk Second Edition
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