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Measuring Market Risk, 2nd Edition

ISBN: 978-0-470-01303-8
Hardcover
408 pages
May 2005
List Price: US $125.00
Government Price: US $83.84
Enter Quantity:   Buy
Measuring Market Risk, 2nd Edition (0470013036) cover image
Other Available Formats: E-book

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. 
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