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Measuring Market Risk
Kevin Dowd
€ 89.80
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Description for Measuring Market Risk
Hardcover. 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. Series: Wiley Finance Series. Num Pages: 410 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 255 x 177 x 29. Weight in Grams: 836.
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.
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.
Product Details
Format
Hardback
Publication date
2005
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
410
Condition
New
Series
Wiley Finance Series
Number of Pages
416
Place of Publication
New York, United States
ISBN
9780470013038
SKU
V9780470013038
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Kevin Dowd
Kevin Dowd is Professor of Financial Risk Management at Nottingham University. Kevin is an Adjunct Scholar at the Cato Institute in Washington, D.C., and a Fellow of the Pensions Institute at Birkbeck College.
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