Measuring Market Risk [With CDROM]

By Kevin Dowd

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A's and case studies.

• Format: Hardcover
• Language: English
• ISBN: 0470013036
• ISBN13: 9780470013038
• Release Date: July 2005
• Publisher: Wiley
• Length: 416 Pages
• Weight: 2.10 lbs.
• Dimensions: 1.1" x 6.8" x 10.0"