John Wiley & Sons, 2005. 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 fair condition, suitable as a study copy. 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,1050grams, ISBN:9780470013038

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: Anybook.com (GB)
Estoque do vendedor nº: 8679008
Título: Measuring Market Risk
Autor: Kevin Dowd
Estado do livro: Usado
Encadernação: Capa dura
ISBN 10: 0470013036
ISBN 13: 9780470013038
Editorial: John Wiley & Sons
Data de publicação: 2005

Termos da venda

Anybook.com

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Established in 1998 Anybook.com. has sold millions of scholastic books to university libraries, academics, students and reflective bibliophiles throughout the world. As the majority of our books are ex-library they are well bound, in good, clean condition and ideally suited for study and research. Our books cover a huge range of academic disciplines from Mathematics, Science and Philosophy to Art and Literature as well as many works in other European languages.

Glossário

Glossário

Alguns termos que podem ser usados ??nesta descrição incluem:

Fair: is a worn book that has complete text pages (including those with maps or plates) but may lack endpapers, half-title, etc....
Stock Photo: Stock photos are a generic representation of the book and do not reflect the actual item or its condition. These are shown in...
Jacket: Sometimes used as another term for dust jacket, a protective and often decorative wrapper, usually made of paper which wraps...

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