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An Introduction to Market Risk Measurement [With CDROM]
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An Introduction to Market Risk Measurement [With CDROM] Paperback - 2002

by Kevin Dowd


Summary

Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material. Note: CD-ROM/DVD and other supplementary materials are not included.

From the publisher

Dieses Buch gibt einen berblick ber die aktuellsten Entwicklungen im Bereich Value at Risk (VaR) und Expected Tail Loss (ETL).

Mit umfassenden Informationen zu verschiedenen Themenschwerpunkten, u.a. zum Marktrisiko, zu den wichtigsten Berechnungsmethoden des Finanzrisikos, zu nicht-parametrischem VaR und ETL, parametischer VaR-Schtzung, Simulationsmethoden, Grenz- und Teilrisiken, Liquidittsrisiken, usw.

Abgedeckt werden sieben Tools zur Risikobewertung, die Cornish-Fisher Expansion, Bootstrap-Methoden und Monte Carlo Simulationen sowie vieles andere mehr.

Verstndlich und nachvollziehbar geschrieben.

Mit einer Begleit-CD. Sie enthlt eine Measuring Market Risk Toolbox in Matlab sowie eine Auswahl von Excel Workbooks, die anschauliche Beispiele zu grundlegenden Funktionen zur Risikobewertung geben.

Mit zwei Anhngen. Sie bieten Informationen zu Mapping Positions und Risikofaktoren.

First line

Financial risk is the prospect of financial loss-or gain-due to unforeseen changes in underlying risk factors.

From the rear cover

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.

Details

  • Title An Introduction to Market Risk Measurement [With CDROM]
  • Author Kevin Dowd
  • Binding Paperback
  • Edition PAP/CDR
  • Pages 490
  • Volumes 1
  • Language ENG
  • Publisher Wiley
  • Date October 18, 2002
  • Illustrated Yes
  • ISBN 9780470847480 / 0470847484
  • Weight 1.48 lbs (0.67 kg)
  • Dimensions 9.62 x 7.46 x 0.68 in (24.43 x 18.95 x 1.73 cm)
  • Library of Congress subjects Risk management, Portfolio management
  • Library of Congress Catalog Number 2002071357
  • Dewey Decimal Code 658.155

About the author

KEVIN DOWD is Professor of Financial Risk Management at Nottingham University Business School and a member of the School's Centre for Research in Risk and Insurance Studies.
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An Introduction to Market Risk Measurement (The Wiley Finance Series)
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An Introduction to Market Risk Measurement (The Wiley Finance Series)

by Dowd, Kevin

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An Introduction to Market Risk Measurement (The Wiley Finance Series)
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An Introduction to Market Risk Measurement (The Wiley Finance Series)

by Dowd, Kevin

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ISBN 10
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Wiley. Used - Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
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An Introduction to Market Risk Measurement
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An Introduction to Market Risk Measurement

by Dowd, K.

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An Introduction to Market Risk Measurement
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An Introduction to Market Risk Measurement

by Dowd, Kevin

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An Introduction to Market Risk Measurement (The Wiley Finance Series)
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An Introduction to Market Risk Measurement (The Wiley Finance Series)

by Dowd, Kevin

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An Introduction to Market Risk Measurement

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An Introduction to Market Risk Measurement (The Wiley Finance Series)
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An Introduction to Market Risk Measurement (The Wiley Finance Series)

by Kevin Dowd

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An Introduction to Market Risk Measurement (The Wiley Finance Series)
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An Introduction to Market Risk Measurement (The Wiley Finance Series)

by Dowd, Kevin

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An Introduction to Market Risk Measurement (The Wiley Finance Series)
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An Introduction to Market Risk Measurement (The Wiley Finance Series)

by Dowd, Kevin

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