Market risk analysis
by
 
Alexander, Carol.

Title
: 
Market risk analysis

Author
: 
Alexander, Carol.

ISBN
: 
9780470998007
 
9780470998014
 
9780470997895
 
9780470997888
 
9780470997994

Personal Author
: 
Alexander, Carol.

Publication Information
: 
Chichester, England ; Hoboken, NJ : Wiley, 2008-

Physical Description
: 
v. <2-4> : ill. ; 26 cm. + 3 CD-ROM (4 3/4 in)

Contents
: 
v. 1. Quantitative methods in finance -- v. 2. Practical financial econometrics -- v. 3. Pricing, hedging, and trading financial instruments -- v. 4. Value-at-risk models.

Abstract
: 
Market Risk Analysis is a series of 4 interlinked text books. Its aim is to define a syllabus for education in market risk analysis, from the basics to the most advanced level of understanding we have today, to set standards for the profession of market risk analyst, and to provide the means whereby the required skills may be attained. The main purpose is to provide a self-study programme for readers wishing to gain a proper foundation for the job of market risk analyst. The four volumes of Market Risk Analysis illustrate virtually every concept or formula with a practical, numerical example or a longer, empirical case study.

Subject Term
: 
Risk management.
 
Hedging (Finance)


LibraryMaterial TypeItem BarcodeShelf NumberCopyStatus
CataloguingUnknown48124-1002NO CONFIGURATION2zStandard shelving location
IIEMSAGeneral Books33168025498870658.155 A375M 20081On-Shelf Student
IIEMSAGeneral Books33168025498953658.155 A375M 20082On-Shelf Student