Measuring Market Risk / Edition 2: Kevin Dowd: 0470013036: 9780470013038

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Title: Measuring Market Risk / Edition 2
Author: Kevin Dowd
ISBN-10: 0470013036
ISBN-13: 9780470013038

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.