Kevin Dowd – Measuring Market Risk (2nd Ed.)

Kevin Dowd – Measuring Market Risk (2nd Ed.)

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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.

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) –This text refers to an out of print or unavailable edition of this title.

From the Inside Flap

Measuring Market Risk provides an overview of the state-of-the-art in VaR and ETL estimation. Balancing theory with practice through the use of software simulations, the author explains, in an accessible way, how market risk can be measured. –This text refers to an out of print or unavailable edition of this title.