2nd Edition
by Kevin Dowd (Author)
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.
Year | 2005 |
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Pages | 398 |
Language | English |
Format | |
Size | 2 MB |
ISBN-10 | 470013036 |
ISBN-13 | 978-0470013038 |
ASIN | B00DU7YLNM, B0085AMZWI |