Welcome to Loot.co.za!   Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
0
Your cart

Your cart is empty

Books > Business & Economics > Business & management > Management & management techniques > Management decision making

Buy Now

An Introduction to Market Risk Measurement (Paperback) Loot Price: R1,380
Discovery Miles 13 800
Repayment Terms: R129 pm x 12*
Add to cart
An Introduction to Market Risk Measurement (Paperback): K. Dowd

An Introduction to Market Risk Measurement (Paperback)

K. Dowd

 (sign in to rate)
Loot Price R1,380 Discovery Miles 13 800 | Repayment Terms: R129 pm x 12*

Bookmark and Share

Expected to ship within 12 - 19 working days

This book provides an introduction to Value at Risk (VaR) and expected tail loss (ETL) estimation and is a student-oriented version of Measuring Market Risk (John Wiley & Sons 2002).

An Introduction to Market Risk Measurement includes coverage of:

  • Parametric and non-parametric risk estimation

  • Simulation

  • Numerical Methods

  • Liquidity Risks

  • Risk Decomposition and Budgeting

  • Backtesting

  • Stress Testing

  • Model Risk
Divided into two parts, part one discusses the various risk measurement techniques, whilst part two provides a toolkit of the main tools required to understand market risk measurement. A CD is packaged with the book, containing a MATLAB folder of risk measurement functions, in addition to some examples in Excel/VBA.

General

Imprint: John Wiley & Sons
Country of origin: United States
Release date: August 2002
First published: October 2002
Authors: K. Dowd
Dimensions: 244 x 189 x 17mm (L x W x T)
Format: Paperback
Pages: 304
ISBN-13: 978-0-470-84748-0
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Stocks & shares
Books > Business & Economics > Business & management > Management & management techniques > Management decision making > General
Books > Money & Finance > Investment & securities > Stocks & shares
Promotions
LSN: 0-470-84748-4
Barcode: 9780470847480

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

CISA - Certified Information Systems Auditor Study Guide 4e (Paperback, 4th Edition): Cannon
CISA - Certified Information Systems…
Cannon Paperback R1,739 R1,389 Discovery Miles 13 890
Talking To Strangers - What We Should Know About The People We Don't Know (Paperback): Malcolm Gladwell
Talking To Strangers - What We Should…
Malcolm Gladwell Paperback  (2)
 R275 R254 Discovery Miles 2 540
Tribe of Mentors - Short Life Advice From the Best in the World (Paperback): Timothy Ferriss
Tribe of Mentors - Short Life Advice…
Timothy Ferriss Paperback  (5)
 R535 R491 Discovery Miles 4 910
Strategic Management - Towards Sustainable Strategies In Southern Africa (Paperback, 5th Edition): Lynette Louw, Peet Venter
Strategic Management - Towards…
Lynette Louw, Peet Venter Paperback R599 R549 Discovery Miles 5 490
Super Thinking - Upgrade Your Reasoning and Make Better Decisions with Mental Models (Paperback): Gabriel Weinberg, Lauren...
Super Thinking - Upgrade Your Reasoning…
Gabriel Weinberg, Lauren McCann Paperback  (1)
 R523 R477 Discovery Miles 4 770
Becoming Bulletproof - Life Lessons from a Secret Service Agent (Paperback): Evy Poumpouras
Becoming Bulletproof - Life Lessons from…
Evy Poumpouras Paperback R504 R476 Discovery Miles 4 760
Analysing Safety Incidents (Paperback): Sarel J. Smit
Analysing Safety Incidents
Sarel J. Smit Paperback R331 Discovery Miles 3 310
The Removal Of Directors - And Delinquency Orders Under The South African Companies Act (Paperback): Rehana Cassim
The Removal Of Directors - And…
Rehana Cassim Paperback R1,092 R954 Discovery Miles 9 540
Decision-Making under Uncertainty (Hardcover): Tapan Biswas
Decision-Making under Uncertainty
Tapan Biswas Hardcover R2,179 Discovery Miles 21 790
Global Information Technology Applications - Focus on the Organization and Its Functional Areas (Hardcover): Candace Deans,...
Global Information Technology…
Candace Deans, Kirk Karwan Hardcover R1,358 Discovery Miles 13 580
Logical Thinking Process: A Systems Approach to Complex Problem Solving (Hardcover, 2nd ed.): H William Bettmer
Logical Thinking Process: A Systems…
H William Bettmer Hardcover R3,357 Discovery Miles 33 570
Entrepreneurship & Small Business Management - An Emerging Economies Perspective (Paperback, 2nd Edition): Ge Chiloane-Tsoka,...
Entrepreneurship & Small Business…
Ge Chiloane-Tsoka, E.M. Rankhumise Paperback R666 Discovery Miles 6 660

See more
Books | DVD | Games | Music | Computers | Electronics | Fashion | Sport | Kitchen | Home | Pets | DIY | Toys | Baby | Health & Beauty | Stationery | Arts & Crafts
Need help?
My account
Services
Networking
Partners