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: | 9780470016510 |
| Publication date: | 11th January 2007 |
| Author: | Dowd, Kevin |
| Publisher: | Wiley |
| Format: | Ebook (PDF) |