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£61.14

Wiley Measuring Market Risk (The Wiley Finance Series)

Name: Measuring Market Risk (The Wiley Finance Series)
Brand: Wiley
Price: 62.38 GBP
Availability: InStock

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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
ASIN: 0471521744
Category: Books > Subjects > Business, Finance & Law > Accounting > Specialities > Budgetary & Cost
Domain: Amazon UK
Release Date: 29 August 2002
Listed Since: 15 December 2006

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Wiley Measuring Market Risk (The Wiley Finance Series)

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