Category: Finances and Money    An Introduction to Market Risk Measurement free download

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Author(s): Publisher: Wiley Date     : 2002 Pages    : 304 Format   : PDF OCR      : Quality  : Language : English ISBN-10  : 0470847484 ISBN-13  : 9780470847480 Comments can be added at the bottom of the page.

Description: Click to see full description This book provides an introduction to Value at Risk (VaR) and expected tail loss (ETL) estimation and is a student-oriented version of Measuring Market Risk (John Wiley & Sons 2002). An Introduction to Market Risk Measurement includes coverage of: Parametric and non-parametric risk estimation Simulation Numerical Methods Liquidity Risks Risk Decomposition and Budgeting Backtesting Stress Testing Model Risk Divided into two parts, part one discusses the various risk measurement techniques, whilst part two provides a toolkit of the main tools required to understand market risk measurement. A CD is packaged with the book, containing a MATLAB folder of risk measurement functions, in addition to some examples in Excel/VBA.   Links:  Download instruction    Title Links Password Size (MB) Thank to Del 60954 Book http://www.file2box.com/6d5iesqjngwk...   1,00 Ice Zero X Title Link Password Size (MB)   Related books:          Comments

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