by KevinDowd (Author)
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial coverage of the most recent changes within this discipline. Topics discussed include parametric risk, non-parametric measurements and liquidity risks, and specific calculations.
Format: Hardcover
Pages: 410
Edition: 2nd Edition
Publisher: John Wiley & Sons
Published: 27 May 2005
ISBN 10: 0470013036
ISBN 13: 9780470013038