Measuring Market Risk, Second Edition
Copyright © 2005 John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England
Author(s): Kevin Dowd
Published Online: 15 APR 2013 10:26AM EST
Print ISBN: 9780470013038
Online ISBN: 9781118673485
About this Book
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.