Book123

Business/Investing An Introduction to Market Risk Measurement { Repost }

An Introduction to Market Risk MeasurementWiley | 2002-10-18 | ISBN: 0470847484 | 304 pages | PDF | 1,3 MBThis book presents the fundamentals of market risk. Divided into two parts, the first covers Value at Risk and Expected Tail Loss, and ...

Economics/Finances Peter Grundlke - Integrated Market and Credit Portfolio Models: Risk Measurement and Computational Aspects

Peter Grundlke - Integrated Market and Credit Portfolio Models: Risk Measurement and Computational AspectsGabler | 2008 | ISBN: 3834908754 | Pages: 188 | PDF | 2.72 MBDue to their business activities, banks are exposed to many different ris ...

Economics/Finances Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies

Author: Andrea Sironi (Author), Andrea Resti (Author)Publisher: WileyISBN: 0470029781Pages: 808Product DetailsHardcover: 808 pagesPublisher: Wiley (June 4, 2007)Language: EnglishISBN-10: 0470029781ISBN-13: 978-0470029787 Product Description ...

Technical Integrated Market and Credit Portfolio Models: Risk Measurement and Computational Aspects

ISBN: 3834908754 Publisher: Gabler Author: Peter GrundlkeDescription:Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to a comprehensive risk posistion is an important but ...

Financial Market Risk: Measurement

Financial Market Risk: Measurement & Analysis (Routledge International Studies in Money and Banking) Routledge | ISBN: 041527866X | 2003-07-28 | PDF | 460 pages | 3 Mb This new book uses advanced signal processing technology to measure and ...

An Introduction to Market Risk Measurement (The Wiley Finance Series)

Author: Kevin DowdPublisher: Wiley (2002)Binding: Paperback, 304 pagespricer: ISBN-10: 0470847484editorialreviewsIncludes a CD-ROM that contains Excel workbooks and a Matlab manual and software.Covers the subject without advanced or exotic ...