Measuring Market Risk
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Beschreibung
The most up-to-date resource on market risk methodologies
Financial professionals in both the front and back office requirean understanding of market risk and how to manage it. MeasuringMarket Risk provides this understanding with an overview of themost recent innovations in Value at Risk (VaR) and Expected TailLoss (ETL) estimation. This book is filled with clear andaccessible explanations of complex issues that arise in riskmeasuring-from parametric versus nonparametric estimation toincre-mental and component risks. Measuring Market Risk alsoincludes accompanying software written in Matlab(r)-allowing thereader to simulate and run the examples in the book.
Autor*in
Kevin Dowd
Themen in »Measuring Market Risk«
Börsenhandel Finance & Investments Finanz- u. Anlagewesen Finanzierung Investments & Securities Kapitalanlagen u. Wertpapiere Risikomanagement Trading Value at risk