MATLAB and Simulink Based Books

measuring market risk 2e (chinese)

市場風險:現代風險衡量方法

本书针对风险测量和及管理中的专业人员及研究生编写,旨在讨论市场风险测量,其中重点关注对风险值和预期尾部损失的估计。其涵盖的主题包括参数化和非参数化风险估计、期权风险管理、仿真、数值方法、流动性风险、压力测试和模型风险。

 

随附软件:图书中附有MATLAB代码文件光盘。

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About This Book

Kevin Dowd

Taiwan Academy of Banking and Finance, 2008

ISBN: 978-986-6896-60-6
Language: Chinese