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Measuring Market Risk
por Dowd, Kevin
- Novo
- Capa dura
- Condição
- Novo
- ISBN 10
- 0470013036
- ISBN 13
- 9780470013038
- Livreiro
-
San Diego, California, United States
Formas de pagamento
Sobre este item
Wiley, 2005-07-11. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
Sinopse
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.
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Detalhes
- Livreiro
- GridFreed LLC
(US)
- Nº do estoque do livreiro
- Q-0470013036
- Título
- Measuring Market Risk
- Autor
- Dowd, Kevin
- Formato/Encadernação
- Capa dura
- Estado do livro
- Novo
- Quantidade Disponível
- 1
- ISBN 10
- 0470013036
- ISBN 13
- 9780470013038
- Editorial
- Wiley
- Data de publicação
- 2005-07-11
Termos da venda
GridFreed LLC
30 day return guarantee, with full refund including original shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged.
Sobre o Vendedor
GridFreed LLC
Membro de Biblio desde 2021
San Diego, California
Sobre GridFreed LLC
We sell primarily non-fiction, many new books, some collectible first editions and signed books. We operate 100% online and have been in business since 2005.
Glossário
Alguns termos que podem ser usados ??nesta descrição incluem:
- New
- A new book is a book previously not circulated to a buyer. Although a new book is typically free of any faults or defects, "new"...
