* Includes a CD-ROM that contains Excel workbooks and a Matlab
manual and software.
* Covers the subject without advanced or exotic material.
Das E-Book An Introduction to Market Risk Measurement wird angeboten von John Wiley & Sons und wurde mit folgenden Begriffen kategorisiert:
Finance & Investments, Finanz- u. Anlagewesen, Kapitalmarkt, Risikomanagement, Value at risk
Mục lục
The Risk Measurement Revolution
Measures of Financial Risk
Basic Issues in Measuring Market Risk
Nonparametric VAR and ETL
Parametric VAR and ETL
Simulation Approaches to the Estimation of VAR and ETL
Incremental and Component Risks
Estimating Liquidity Risks
Backtesting Market Risk Models
Stress Testing
Model Risk
Giới thiệu về tác giả
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.
Thêm sách điện tử từ cùng một tác giả / Biên tập viên
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