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Deutsche
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Publishers Description
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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Keywords
Bootstrap
estimating risk
financial risk
liquidity risk
long-term risk
market
market risk
market risk management
market risk measurement
markets
model risk
monte-carlo
monte-carlo simulation
non-parametric risk
options risk
parametric risk
risk
risk and excel
risk calculations
risk management
risk management software
stochastic risk
value at risk
VaR

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Finance Books
Risk Management Books
Markets Books

Publisher Details
John Wiley And Sons

Specific books

Other books in Series

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