Measuring Market Risk
de Kevin, Dowd
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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Measuring Market Risk
de Kevin Dowd
- Estado
- Usado
- Published
- 2005
- ISBN
- 9780470013038
- Cantidad disponible
- 1
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Lincoln, Lincolnshire, GBR
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EUR 33.50
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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… Saber más sobre este artículo Precio
EUR 33.50
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Measuring Market Risk (The Wiley Finance Series)
de Dowd, Kevin
- Estado
- Usado - Very Good
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- Hardback
- ISBN
- 9780471521747
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- 1
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GORING BY SEA, West Sussex, GBR
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EUR 231.15
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Hardback. Very Good. Precio
EUR 231.15
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Measuring Market Risk
de Kevin Dowd
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- New
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- Hardback
- ISBN
- 9780470013038
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Southport, Merseyside, GBR
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EUR 82.98
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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. Precio
EUR 82.98
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Measuring Market Risk
de Dowd, Kevin
- Estado
- New
- Published
- 2005-07-11
- Encuadernación
- Hardcover
- ISBN
- 9780470013038
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- 1
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San Diego, California, USA
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EUR 114.00
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Wiley, 2005-07-11. Hardcover. New. New. In shrink wrap. Looks like an interesting title! Precio
EUR 114.00
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Measuring Market Risk
de Kevin Dowd
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- Usado - Acceptable
- ISBN
- 9780470013038
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Artesia, California, USA
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EUR 60.89
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Acceptable. IMP: Acceptable- Do not include ACCESS CODE, CD-ROM or companion materials even if stated in item title. It may contain highlighting/markings throughout, and the covers and corners may show shelf wear. Corners, pages may be dent. All text is legible. Precio
EUR 60.89
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Measuring Market Risk
de Kevin Dowd
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- New
- Published
- pp. xix + 370
- Encuadernación
- Hardback
- ISBN
- 9780471521747
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Woodside, New York, USA
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EUR 83.47
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John Wiley & Sons , pp. xix + 370 . Hardback. New. Precio
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Measuring Market Risk
de Kevin Dowd
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- New
- Estado de la sobrecubierta
- New
- ISBN
- 9780471521747
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New Delhi, IND
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EUR 65.06
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New/New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed! Precio
EUR 65.06
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Measuring Market Risk
de Dowd, Kevin
- Estado
- Usado - Good
- Encuadernación
- Hardcover
- ISBN
- 9780470013038
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Newport Coast, California, USA
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EUR 48.21
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book. Precio
EUR 48.21
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Measuring Market Risk
de Dowd, Kevin
- Estado
- Usado - Good
- Encuadernación
- Hardcover
- ISBN
- 9780471521747
- Cantidad disponible
- 1
- Librería
-
Newport Coast, California, USA
- Precio
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EUR 61.13
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book. Precio
EUR 61.13