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9780471521747

Measuring Market Risk

Measuring Market Risk
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  • Ships From: STERLING HEIGHTS, MI
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  • Comments: New Book Original US edition, We Ship to PO BOX Address also.
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Product details

  • ISBN-13: 9780471521747
  • ISBN: 0471521744
  • Publisher: Wiley & Sons, Incorporated, John

AUTHOR

Dowd, Kevin

SUMMARY

Market risk is an important area within finance as institutions work to better manage the risk resulting from adverse movements in the market. This book provides an overview of the state-of-the-art in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation.Dowd, Kevin is the author of 'Measuring Market Risk' with ISBN 9780471521747 and ISBN 0471521744.

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