Measuring Market Risk 2nd Edition

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Measuring Market Risk, 2nd Edition by Kevin Dowd
English | ISBN: 0470013036 | 2005 | 410 pages | PDF | 3 MB

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.

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