Measuring Market Risk

ISBN: 9780470013038

出版年: 2005-8

页数: 410

定价: 867.39元

内容简介

Fully revised and restructured, Measuring Market Risk, Second Edition includes anew 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.