Kevin Dowd – Measuring Market Risk (2nd Ed.)
Kevin Dowd – Measuring Market Risk (2nd Ed.)
Kevin Dowd – Measuring Market Risk (2nd Ed.)
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Description
Kevin Dowd – Measuring Market Risk (2nd Ed.)
KEVIN DOWD – MEASURING MARKET RISK (2ND ED.)
A new chapter on options risk management is included in the second edition of Measuring Market Risk, Second Edition.
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) –T his text refers to an out of print or unavailable edition of this title.
FROM THE INSIDE FLAP
Market risk is measured. An overview of the state-of-the-art in VaR and ETL estimation is provided. In an accessible way, the author explains how market risk can be measured using software simulations. There is an out of print edition of this title.
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