Measuring market risk + cd rom - JWE - JOHN WILEY

Fully revised and restructured, Measuring Market Risk, Second Edition includes anew chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A ́s and case studies.The accompanying CD-ROM includes a Measuring Market Risk toolbox, with about 150 risk measurement functions, a manual and a selection of Excel workbooks illustrating basic risk measurement functions.