Measuring market risk /

Measuring market risk /

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Bibliographic Details
Author / Creator:	Dowd, Kevin.
Edition:	2nd ed.
Imprint:	Chichester, West Sussex, England ; Hoboken, NJ : John Wiley & Sons, c2005.
Description:	xviii, 390 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)
Language:	English
Series:	Wiley finance series
Subject:	Financial futures -- Mathematical models. Risk management -- Mathematical models. Portfolio management -- Mathematical models. Financial futures -- Mathematical models. Portfolio management -- Mathematical models. Risk management -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5820880

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ISBN:	0470013036 (cloth : alk. paper)
Notes:	Includes bibliographical references (p. [365]-377) and index.

Description
Summary:	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.
Physical Description:	xviii, 390 p. : ill. ; 26 cm. +
Bibliography:	Includes bibliographical references (p. [365]-377) and index.
ISBN:	0470013036