Measuring Market Risk e-bog
238,03 DKK
(inkl. moms 297,54 DKK)
The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanation...
E-bog
238,03 DKK
Forlag
Wiley
Udgivet
28 februar 2003
Genrer
Finance and accounting
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9780470855218
The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab allowing the reader to simulate and run the examples in the book.