Description:
John Wiley & Sons, 2002. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780471521747
Stock Photo: Cover May Be Different
Summary
This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL).Measuring Market Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical methods, liquidity risks, risk decomposition and budgeting, backtesting, stress testing, and model risk, as well as appendices on mapping delta-gamma approximations and options VaR. Divided into two parts, the book also comes with a Toolkit containing 11 toolboxes dealing with technical issues often used in market risk measurement, including quantile error estimation, order statistics, principal components and factor analysis, non-parametric density estimation, fat-tailed distributions, extreme-value theory, simulation methods, volatility and correlation estimation, and copulas. The book is packaged with a CD containing a MATLAB folder of 150 risk measurement functions, with additional examples in Excel/VBA.Measuring Market Risk is designed for practitioners involved in risk measurement and management. It will also be of use to MBA, MA and MSc programmes in finance, financial engineering, risk management and related subjects in addition to academics and researchers working in this field.
First line
Financial risk is the prospect of financial loss-or gain-due to unforeseen changes underlying risk factors.
Details
- Title Measuring Market Risk
- Author Kevin Dowd
- Binding Hardcover
- Edition number 1st
- Edition 1
- Pages 392
- Volumes 1
- Language ENG
- Publisher Wiley
- Date October 15, 2002
- Illustrated Yes
- ISBN 9780471521747 / 0471521744
- Weight 1.84 lbs (0.83 kg)
- Dimensions 10.98 x 5.68 x 1.05 in (27.89 x 14.43 x 2.67 cm)
- Library of Congress subjects Risk management, Financial futures
- Library of Congress Catalog Number 2002071367
- Dewey Decimal Code 332.632
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Wiley Finance Series: Measuring Market Risk
by Dowd, Kevin
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Measuring Market Risk
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Measuring Market Risk
by Kevin Dowd
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New/New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!
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Measuring Market Risk
by Kevin Dowd
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John Wiley & Sons , pp. xix + 370 . Hardback. New.
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Measuring Market Risk (The Wiley Finance Series)
by Dowd, Kevin
- Used
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GORING BY SEA, West Sussex, United Kingdom
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