Measuring market risk / DOWD, Kevin

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Measuring market risk / DOWD, Kevin

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DOWD, Kevin

Published by John Wiley - 2005 , 2nd ed.

Library: Paris Champerret

Source : Syracuse

Item type: Book
Language: English

Publication year: 2005
Edition no.: 2nd ed.

ISBN: 978-0-470-01303-8

Note

Figures, tables

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.

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