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measuring market risk 2e (chinese)

市場風險:現代風險衡量方法

Written for graduate students in finance and professionals in risk measurement and management, this book discusses market risk measurement, focusing on the estimation of value at risk and expected tail loss. Topics covered include parametric and nonparametric risk estimation, options risk management, simulation, numerical methods, liquidity risks, stress testing, and model risk. 

A supplemental set of MATLAB code files is available for download.

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About This Book

Kevin Dowd

Taiwan Academy of Banking and Finance, 2008

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