£61.14

Wiley Measuring Market Risk (The Wiley Finance Series)

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Last 628 days • 628 data points (No recent data available)

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£64.94 £55.60 £57.64 £59.68 £61.71 £63.75 £65.79 09 June 2024 12 November 2024 18 April 2025 22 September 2025 26 February 2026

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34 days 69 days 69 days 138 days 16 days · current 277 days 10 days 15 days 0 69 139 208 277 £57 £58 £59 £60 £61 £62 £64 £65 Days at Price

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Most common price: £62 (277 days, 44.1%)

Price range: £57 - £65

Price levels: 8 different prices over 628 days

Description

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 book is filled with clear and accessible explanations of complex issues that arise in risk measuring–from parametric versus nonparametric estimation to incre–mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab(r)–allowing the reader to simulate and run the examples in the book.

Product Specifications

Brand
Wiley
Format
Hardcover
Domain
Amazon UK
Release Date
29 August 2002
Listed Since
15 December 2006

Barcode

No barcode data available

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