Measuring Market Risk by Kevin K Dowd
The most up--to--date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring--from parametric versus nonparametric estimation to incre--mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab(r)--allowing the reader to simulate and run the examples in the book.
"..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)
KEVIN DOWD is Professor of Financial Risk Management at Nottingham University Business School and a member of the School's Centre for Research in Risk and Insurance Studies.
| SKU | Unavailable |
| ISBN 13 | 9780471521747 |
| ISBN 10 | 0471521744 |
| Title | Measuring Market Risk |
| Author | Kevin K Dowd |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | John Wiley and Sons Ltd |
| Year published | 2002-08-29 |
| Number of pages | 392 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |