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Measuring Market Risk, 2nd Edition (The Wiley Finance Series)
by 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.
Hardcover, 410 pages
Published July 29th 2005 by Wiley
(first published October 11th 2002)
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Kevin Dowd is an economist with research interests in private money and free banking, monetary and macro economics, financial risk measurement and management, risk disclosure, political economy and policy analysis, pensions and mortality modelling. He is currently Professor of Finance and Economics at Durham University Business School and a partner in Cobden Partners based in London.More about Kevin Dowd...