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Measuring Market Risk
Measuring Market Risk
Author: Kevin Dowd
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 b...  more »
ISBN-13: 9780471521747
ISBN-10: 0471521744
Publication Date: 10/15/2002
Pages: 392
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Publisher: John Wiley Sons
Book Type: Hardcover
Members Wishing: 0
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