Measuring Market Risk
-15%
portes grátis
Measuring Market Risk
Dowd, Kevin K.
John Wiley and Sons Ltd
12/2004
392
Dura
Inglês
9780471521747
0471521744
15 a 20 dias
840
This title is designed as a radical extension and update of "Beyond Value at Risk" and should compliment the book "Managing Market Risk".
Preface.Acknowledgements. The Risk Measurement Revolution. Measures of Financial Risk. Basic Issues in Measuring Market Risk. Non--parametric VaR and ETL. Parametric VaR and ETL. Simulation Approaches to VaR and ETL Estimation. Lattice Approaches to VaR and ETL Estimation. Incremental and Component Risks. Estimating Liquidity Risks. Backtesting Market Risk Models. Stress Testing. Model Risk. Toolkit. Bibliography.Auhor Index.Subject Index.Software Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
This title is designed as a radical extension and update of "Beyond Value at Risk" and should compliment the book "Managing Market Risk".
Preface.Acknowledgements. The Risk Measurement Revolution. Measures of Financial Risk. Basic Issues in Measuring Market Risk. Non--parametric VaR and ETL. Parametric VaR and ETL. Simulation Approaches to VaR and ETL Estimation. Lattice Approaches to VaR and ETL Estimation. Incremental and Component Risks. Estimating Liquidity Risks. Backtesting Market Risk Models. Stress Testing. Model Risk. Toolkit. Bibliography.Auhor Index.Subject Index.Software Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
