ESCP Europe

Item type

Ebook

Language

English

Publication year

2005

Edition no.

2nd ed.

ISBN

978-1-118-67348-5

Note

• Figures, tables

Geographical area

GENERAL

This book provides an extensive treatment of the state of the art in market risk measurement. It covers all aspects of modern market risk measurement, and in doing so emphasises new developments in the subject such as coherent and spectral risk measures, the uses of copulas, new applications of stochastic methods, and new developments in backtesting.