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.
| ISBN: | 9780470013038 |
| Publication date: | 27th May 2005 |
| Author: | Kevin Dowd |
| Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
| Format: | Hardback |
| Pagination: | 416 pages |
| Series: | Wiley Finance |
| Genres: |
Finance and accounting |