£63.84

Wiley Measuring Market Risk (The Wiley Finance Series)

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Last 71 days · 71 data points (no recent data)

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£63.84 £61.74 £62.20 £62.66 £63.11 £63.57 £64.03 25 April 2026 12 May 2026 30 May 2026 16 June 2026 04 July 2026

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28 days 9 days 34 days · current 0 9 17 26 34 £62 £63 £64 Days at Price

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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
Domain
Amazon UK
Release Date
29 August 2002
Listed Since
15 December 2006

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