Search Results for: Measuring Market Risk With Value At Risk

"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a

The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and

CD-ROM contains: MATLAB folder of risk measurement functions -- Examples in Excel/VBA.

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information

A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the