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An Introduction to Market Risk MeasurementUpplaga 1
- Upplaga: 1a upplagan
- Utgiven: 2002
- ISBN: 9780470847480
- Sidor: 304 st
- Förlag: John Wiley & Sons
- Format: Häftad
- Språk: Engelska
Om boken
This book provides an introduction to Value at Risk (VaR) and expected tail loss (ETL) estimation and is a student-oriented version of Measuring Market Risk (John Wiley & Sons 2002). An Introduction to Market Risk Measurement includes coverage of: *Parametric and non-parametric risk estimation *Simulation *Numerical Methods *Liquidity Risks *Risk Decomposition and Budgeting *Backtesting *Stress Testing *Model Risk Divided into two parts, part one discusses the various risk measurement techniques, whilst part two provides a toolkit of the main tools required to understand market risk measurement. A CD is packaged with the book, containing a MATLAB folder of risk measurement functions, in addition to some examples in Excel/VBA.
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Mer om An Introduction to Market Risk Measurement (2002)
I augusti 2002 släpptes boken An Introduction to Market Risk Measurement skriven av Kevin Dowd. Det är den 1a upplagan av kursboken. Den är skriven på engelska och består av 304 sidor. Förlaget bakom boken är John Wiley & Sons som har sitt säte i Hoboken.
Köp boken An Introduction to Market Risk Measurement på Studentapan och spara pengar.
Referera till An Introduction to Market Risk Measurement (Upplaga 1)
Harvard
Dowd, K. (2002). An Introduction to Market Risk Measurement. 1:a uppl. John Wiley & Sons.
Oxford
Dowd, Kevin, An Introduction to Market Risk Measurement, 1 uppl. (John Wiley & Sons, 2002).
APA
Dowd, K. (2002). An Introduction to Market Risk Measurement (1:a uppl.). John Wiley & Sons.
Vancouver
Dowd K. An Introduction to Market Risk Measurement. 1:a uppl. John Wiley & Sons; 2002.
