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Measuring Market Risk
de Kevin Dowd
- Nuevo
- Estado
- Nuevo/New
- ISBN 10
- 0471521744
- ISBN 13
- 9780471521747
- Librería
-
New Delhi, India
5 copias disponibles en esta librería
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Sobre este artículo
New/New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!
Sinopsis
This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL).Measuring Market Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical methods, liquidity risks, risk decomposition and budgeting, backtesting, stress testing, and model risk, as well as appendices on mapping delta-gamma approximations and options VaR. Divided into two parts, the book also comes with a Toolkit containing 11 toolboxes dealing with technical issues often used in market risk measurement, including quantile error estimation, order statistics, principal components and factor analysis, non-parametric density estimation, fat-tailed distributions, extreme-value theory, simulation methods, volatility and correlation estimation, and copulas. The book is packaged with a CD containing a MATLAB folder of 150 risk measurement functions, with additional examples in Excel/VBA.Measuring Market Risk is designed for practitioners involved in risk measurement and management. It will also be of use to MBA, MA and MSc programmes in finance, financial engineering, risk management and related subjects in addition to academics and researchers working in this field.
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Detalles
- Librería
- Students Textbooks
(IN)
- Inventario del vendedor #
- BIBR-30673
- Título
- Measuring Market Risk
- Autor
- Kevin Dowd
- Estado del libro
- Nuevo
- Estado de la sobrecubierta
- New
- Cantidad disponible
- 5
- Encuadernación
- Unknown
- ISBN 10
- 0471521744
- ISBN 13
- 9780471521747
- Editorial
- John Wiley & Sons
- Primera fecha de publicación de esta edición
- October 15, 2002
Términos de venta
Students Textbooks
30 day return guarantee, with full refund including shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged. Return address: Students_Textbooks 12 phankha road Jankpuri New Delhi 110036 India
Sobre el vendedor
Students Textbooks
Miembro de Biblio desde 2009
New Delhi
Sobre Students Textbooks
Selling textbooks, International editions and reference books online from last 5 Years.
Glosario
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- New
- A new book is a book previously not circulated to a buyer. Although a new book is typically free of any faults or defects, "new"...
