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Measuring Market Risk by Kevin Dowd 9780470013038

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Description

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.

About the Author
Kevin Dowd is Professor of Financial Risk Management at Nottingham University. Kevin is an Adjunct Scholar at the Cato Institute in Washington, D.C., and a Fellow of the Pensions Institute at Birkbeck College.


Book Information
ISBN 9780470013038
Author Kevin Dowd
Format Hardback
Page Count 416
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 851g
Dimensions(mm) 254mm * 176mm * 30mm

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