Книга Measuring Market Risk
- Жанр: Зарубежная деловая литература
- ISBN: 9780470016510
- Издательство: John Wiley & Sons Limited
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.