Measuring Market Risk
de Kevin Dowd
- Nuevo
- Tapa dura
- Estado
- Nuevo
- ISBN 10
- 0470013036
- ISBN 13
- 9780470013038
- Librería
-
Southport, Merseyside, United Kingdom
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Sobre este artículo
Hardback. New. 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.
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
- The Saint Bookstore
(GB)
- Inventario del vendedor #
- A9780470013038
- Título
- Measuring Market Risk
- Autor
- Kevin Dowd
- Formato/Encuadernación
- Hardback
- Estado del libro
- Nuevo
- Cantidad disponible
- 10
- Encuadernación
- Tapa dura
- ISBN 10
- 0470013036
- ISBN 13
- 9780470013038
- Editorial
- Wiley
- Primera fecha de publicación de esta edición
- 2005-07
Términos de venta
The Saint Bookstore
Refunds or Returns: A full refund of the price paid will be given if returned within 30 days in undamaged condition. If the product is faulty, we may send a replacement.
Sobre el vendedor
The Saint Bookstore
Miembro de Biblio desde 2018
Southport, Merseyside
Sobre The Saint Bookstore
The Saint Bookstore specialises in hard to find titles & also offers delivery worldwide for reasonable rates.
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"...
