Sale!

An Introduction to Market Risk Measurement

$17.00 $13.99

Product price
Additional options total:
Order total:
SKU: an-introduction-to-market-risk-measurement Categories: , Tag:

Description

An Introduction to Market Risk Measurement

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

Additional information

Format

PDF

Reviews

There are no reviews yet.

Be the first to review “An Introduction to Market Risk Measurement”