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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.
Availability
| 50112730 | 332.63 DOW m | Perpustakaan Universitas Pertamina | Available |
| 50112731 | 332.63 DOW m | Perpustakaan Universitas Pertamina | Available |
Detail Information
| Series Title |
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| Call Number |
332.63 DOW m
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| Publisher | Wiley : UK., 2005 |
| Collation |
xviii, 390 p; 25 cm
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| Language | |
| ISBN/ISSN |
9780470013038
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| Classification |
332.63
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| Content Type |
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| Carrier Type |
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| Edition |
2nd Ed
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| Subject(s) |
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| Specific Detail Info |
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| Statement of Responsibility |
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| Department(s) |
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Other version/related
No other version available






