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|a 2002071367
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|b .D683 2002
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|a 332.63/2042
|2 21
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| 100 |
1 |
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|a Dowd, Kevin
|1 http://viaf.org/viaf/64067820
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| 100 |
1 |
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|a Dowd, Kevin
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| 245 |
1 |
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|a Measuring market risk /
|c Kevin Dowd
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| 260 |
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|a New York :
|b J. Wiley,
|c 2002
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| 260 |
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|a West Sussex, England ;
|a Hoboken, NJ :
|b J. Wiley,
|c 2002
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| 300 |
|
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|a xix, 370 p. :
|b ill. ;
|c 26 cm. +
|e 1 CD-ROM (4 3/4 in.)
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| 300 |
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|a xix, 370 p. :
|b ill., ;
|c 25 cm
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
|
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|a unmediated
|b n
|2 rdamedia
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| 338 |
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|a volume
|b nc
|2 rdacarrier
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| 440 |
|
0 |
|a Wiley finance series
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| 500 |
|
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|a CD Included
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| 504 |
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|a Includes bibliographical references (p. [341]-354) and indexes
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| 504 |
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|a Includes bibliographical references and index
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| 505 |
0 |
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|g 1
|t The Risk Measurement Revolution --
|g 2.
|t Measures of Financial Risk --
|g 3.
|t Basic Issues in Measuring Market Risk --
|g App.
|t Mapping Positions to Risk Factors --
|g 4.
|t Non-parametric VaR and ETL --
|g 5.
|t Parametric VaR and ETL --
|g App. 1.
|t Delta-Gamma and Related Approximations --
|g App. 2.
|t Solutions for Options VaR? --
|g 6.
|t Simulation Approaches to VaR and ETL Estimation --
|g 7.
|t Lattice Approaches to VaR and ETL Estimation --
|g 8.
|t Incremental and Component Risks --
|g 9.
|t Estimating Liquidity Risks --
|g 10.
|t Backtesting Market Risk Models --
|g 11.
|t Stress Testing --
|g 12.
|t Model Risk.
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| 650 |
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|a Financial futures
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| 650 |
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|a Risk management
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| 650 |
|
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|a Financial futures
|2 fast
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| 650 |
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|a Risk management
|2 fast
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