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An Introduction to Market Risk Measurement |
| The Wiley Finance Series |
| Kevin Dowd |
| This book provides an introduction to Value at Risk (VaR) and expected tail loss (ETL) estimation and is a student-oriented version of Measuring Market Risk (John Wiley & Sons 2002). An Introduction to Market Risk Measurement includes coverage of: *Parametric and non-parametric risk estimation
*Simulation < | | |