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Measuring Market Risk



The book covers all aspects of modern market risk measurement, and in doing so emphasises new developments in the subject such as coherent and spectral risk measures, the uses of copulas, new applications of stochastic methods, and new developments in backtesting.


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50112730332.63 DOW mPerpustakaan Universitas PertaminaAvailable
50112731332.63 DOW mPerpustakaan Universitas PertaminaAvailable

Detail Information

Series Title
-
Call Number
332.63 DOW m
Publisher Wiley : UK.,
Collation
xviii, 390 p; 25 cm
Language
ISBN/ISSN
9780470013038
Classification
332.63
Content Type
-
Media Type
-
Carrier Type
-
Edition
2nd Ed
Subject(s)
-
Specific Detail Info
-
Statement of Responsibility
Department(s)
-

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