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Measuring Market Risk 2nd Edition by Kevin Dowd 9781118673485 1118673484

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Measuring Market Risk Second Edition Kevin Dowd(Auth.) Digital Instant Download

Author(s): Kevin Dowd(auth.)
ISBN(s): 9781118673485, 1118673484
File Details: PDF, 2.90 MB
Year: 2005
Language: english
SKU: EB-4307856 Category: Tag:

Measuring Market Risk 2nd Edition by Kevin Dowd – Ebook PDF Instant Download/Delivery: 9781118673485, 1118673484

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Product details:

ISBN 10: 1118673484

ISBN 13: 9781118673485

Author: Kevin Dowd

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.

Table of contents:

  1. The Rise of Value at Risk

  2. Measures of Financial Risk

  3. Estimating Market Risk Measures: An Introduction and Overview

  4. Non-parametric Approaches

  5. Forecasting Volatilities, Covariances and Correlations

  6. Parametric Approaches (I)

  7. Parametric Approaches (II): Extreme Value

  8. Monte Carlo Simulation Methods

  9. Applications of Stochastic Risk Measurement Methods

  10. Estimating Options Risk Measures

  11. Incremental and Component Risks

  12. Mapping Positions to Risk Factors

  13. Stress Testing

  14. Estimating Liquidity Risks

  15. Backtesting Market Risk Models

  16. Model Risk

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