Measuring market risk /

"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,...

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Bibliographic Details
Main Author:	Dowd, Kevin
Format:	Book
Language:	English
Published:	Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2005
Edition:	2nd ed
Subjects:	Financial futures > Mathematical models Portfolio management > Mathematical models Risk management > Mathematical models Risk Management