Foto de archivo: la portada puede ser diferente
Measuring Market Risk
de Kevin Dowd
- Usado
- Tapa dura
- Estado
- Ver descripción
- ISBN 10
- 0470013036
- ISBN 13
- 9780470013038
- Librería
-
Lincoln, Lincolnshire, United Kingdom
Formas de pago aceptadas
Sobre este artículo
John Wiley & Sons, 2005. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN:9780470013038
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.
Reseñas
(¡Iniciar sesión or Crear una cuenta primero!)
Detalles
- Librería
- Anybook.com
(GB)
- Inventario del vendedor #
- 8679008
- Título
- Measuring Market Risk
- Autor
- Kevin Dowd
- Estado del libro
- Usado
- Encuadernación
- Tapa dura
- ISBN 10
- 0470013036
- ISBN 13
- 9780470013038
- Editorial
- John Wiley & Sons
- Fecha de publicación
- 2005
Términos de venta
Anybook.com
Based in central Lincoln, Anybook.com. sells exclusively online. We specialise in academic works. All our books are in good condition or better, unless otherwise described. We will respond to your enquiry promptly and mail books out within 1 working day. We use reputable couriers at greatly discounted postage rates. As well as Visa and Mastercard, we also accept Switch, Discover and Solo. We also accept Paypal (www.paypal.com) payments. Other methods of payment are possible but please email us for details. Remember if you are unsatisfied in any way with any purchase, we will give you a complete and unconditional refund. E-mail us if you have any questions about the service we offer. Please be aware our prices and shipping costs do not include local import taxes which may need to be paid by the customer upon receipt.
Sobre el vendedor
Anybook.com
Miembro de Biblio desde 2004
Lincoln, Lincolnshire
Sobre Anybook.com
Established in 1998 Anybook.com. has sold millions of scholastic books to university libraries, academics, students and reflective bibliophiles throughout the world. As the majority of our books are ex-library they are well bound, in good, clean condition and ideally suited for study and research. Our books cover a huge range of academic disciplines from Mathematics, Science and Philosophy to Art and Literature as well as many works in other European languages.
Glosario
Algunos términos que podrían usarse en esta descripción incluyen:
- Stock Photo
- Stock photos are a generic representation of the book and do not reflect the actual item or its condition. These are shown in...
- Jacket
- Sometimes used as another term for dust jacket, a protective and often decorative wrapper, usually made of paper which wraps...
- Fair
- is a worn book that has complete text pages (including those with maps or plates) but may lack endpapers, half-title, etc....
