Rating: 4 out of 5 stars
4/5
Ebook312 pages11 hours
Measuring Market Risk
By Kevin Dowd
Rating: 0 out of 5 stars
()
About this ebook
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new 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.
Author
Kevin Dowd
Kevin Dowd is Professor of Finance and Economics at Durham University. A lifelong classical liberal, his main interests are in private money and free banking, but he is also interested in general political economy, monetary and financial economics, regulation, risk management and pensions. His books include Private Money: The Path to Monetary Stability (IEA, 1998); The State and the Monetary System (Philip Allan, 1989); Laissez-Faire Banking (Routledge, 1992); Competition and Finance: A New Interpretation of Financial and Monetary Economics (Macmillan, 1996); and, with Martin Hutchinson, Alchemists of Loss: How Modern Finance and Government Intervention Crashed the Financial System (Wiley, 2010). He edited the first edition of The Experience of Free Banking (Routledge, 1992) and, with R. H. Timberlake Jr, Money and the Nation State: The Financial Revolution, Government and the World Monetary System (Transaction Publishers, 1998). He has published widely in academic journals and is an adjunct scholar of the Cato Institute, a senior fellow with the Cobden Centre and a member of the Academic Advisory Council of the Institute of Economic Affairs. He lives in Sheffield, England, with his family.
Read more from Kevin Dowd
Financial Stability Without Central Banks New Private Monies: A Bit-Part Player? Rating: 5 out of 5 stars5/5Alchemists of Loss: How modern finance and government intervention crashed the financial system Rating: 3 out of 5 stars3/5
Related to Measuring Market Risk
Titles in the series (100)
Financial Applications using Excel Add-in Development in C / C++ Rating: 0 out of 5 stars0 ratingsThe LIBOR Market Model in Practice Rating: 0 out of 5 stars0 ratingsFinancial Engineering with Finite Elements Rating: 0 out of 5 stars0 ratingsAn Introduction to International Capital Markets: Products, Strategies, Participants Rating: 0 out of 5 stars0 ratingsEquity Valuation: Models from Leading Investment Banks Rating: 0 out of 5 stars0 ratingsRumors in Financial Markets: Insights into Behavioral Finance Rating: 0 out of 5 stars0 ratingsMulti-moment Asset Allocation and Pricing Models Rating: 0 out of 5 stars0 ratingsModeling and Forecasting Electricity Loads and Prices: A Statistical Approach Rating: 0 out of 5 stars0 ratingsLevy Processes in Credit Risk Rating: 0 out of 5 stars0 ratingsAn Arbitrage Guide to Financial Markets Rating: 0 out of 5 stars0 ratingsThe Future of Banking: In a Globalised World Rating: 0 out of 5 stars0 ratingsCredit Derivatives: Trading, Investing, and Risk Management Rating: 0 out of 5 stars0 ratingsThe Art of Credit Derivatives: Demystifying the Black Swan Rating: 4 out of 5 stars4/5Risk Quantification: Management, Diagnosis and Hedging Rating: 0 out of 5 stars0 ratingsAdvanced Modelling in Finance using Excel and VBA Rating: 3 out of 5 stars3/5Structured Finance: The Object Oriented Approach Rating: 0 out of 5 stars0 ratingsAccounting for Derivatives: Advanced Hedging under IFRS Rating: 0 out of 5 stars0 ratingsIslamic Capital Markets: Products and Strategies Rating: 0 out of 5 stars0 ratingsProperty Derivatives: Pricing, Hedging and Applications Rating: 0 out of 5 stars0 ratingsRisk Management in Commodity Markets: From Shipping to Agriculturals and Energy Rating: 0 out of 5 stars0 ratingsEuropean Fixed Income Markets: Money, Bond, and Interest Rate Derivatives Rating: 0 out of 5 stars0 ratingsMarket Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk Rating: 0 out of 5 stars0 ratingsDerivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options Rating: 3 out of 5 stars3/5Credit Risk Modeling using Excel and VBA Rating: 3 out of 5 stars3/5Macrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsUnderstanding Islamic Finance Rating: 5 out of 5 stars5/5Exotic Options Trading Rating: 5 out of 5 stars5/5Stochastic Claims Reserving Methods in Insurance Rating: 3 out of 5 stars3/5The Trade Lifecycle: Behind the Scenes of the Trading Process Rating: 3 out of 5 stars3/5
Related ebooks
Introduction to Distribution Logistics Rating: 0 out of 5 stars0 ratingsThe Thinking Man, Paralysis by Analysis Rating: 0 out of 5 stars0 ratings7 Sure-fire recipes that are your stepping-stone toward magnetizing affluence Rating: 0 out of 5 stars0 ratingsGetting Started in Project Management Rating: 4 out of 5 stars4/5Faith, Growth and Success Rating: 0 out of 5 stars0 ratingsRisk Transfer: Derivatives in Theory and Practice Rating: 0 out of 5 stars0 ratingsCompeting Risks: A Practical Perspective Rating: 0 out of 5 stars0 ratingsLinear Factor Models in Finance Rating: 4 out of 5 stars4/5Analyzing Environmental Data Rating: 0 out of 5 stars0 ratingsQuantitative Risk Management: Concepts, Techniques and Tools - Revised Edition Rating: 5 out of 5 stars5/5Stress Testing for Risk Control Under Basel II Rating: 0 out of 5 stars0 ratingsRisk and Financial Management: Mathematical and Computational Methods Rating: 0 out of 5 stars0 ratingsReliability and Risk: A Bayesian Perspective Rating: 0 out of 5 stars0 ratingsStochastic Claims Reserving Methods in Insurance Rating: 3 out of 5 stars3/5Numerical Issues in Statistical Computing for the Social Scientist Rating: 3 out of 5 stars3/5Macrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsMarket Risk Analysis, Value at Risk Models Rating: 0 out of 5 stars0 ratingsParameter Estimation for Scientists and Engineers Rating: 3 out of 5 stars3/5Exotic Option Pricing and Advanced Lévy Models Rating: 0 out of 5 stars0 ratingsVolatility and Correlation: The Perfect Hedger and the Fox Rating: 4 out of 5 stars4/5Portfolio Risk Analysis Rating: 4 out of 5 stars4/5Guidelines for Developing Quantitative Safety Risk Criteria Rating: 0 out of 5 stars0 ratingsComparative Statistical Inference Rating: 2 out of 5 stars2/5Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems Rating: 0 out of 5 stars0 ratingsIndependent Component Analysis Rating: 4 out of 5 stars4/5The Mathematics of Banking and Finance Rating: 0 out of 5 stars0 ratingsCredit Securitisations and Derivatives: Challenges for the Global Markets Rating: 0 out of 5 stars0 ratingsQuantitative Finance: Its Development, Mathematical Foundations, and Current Scope Rating: 0 out of 5 stars0 ratingsUsing Statistical Methods for Water Quality Management: Issues, Problems and Solutions Rating: 0 out of 5 stars0 ratingsThe Mathematics of Derivatives: Tools for Designing Numerical Algorithms Rating: 3 out of 5 stars3/5
Investments & Securities For You
How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth Edition Rating: 5 out of 5 stars5/5Stock Investing For Dummies Rating: 5 out of 5 stars5/5Girls That Invest: Your Guide to Financial Independence through Shares and Stocks Rating: 5 out of 5 stars5/5The Only Investment Guide You'll Ever Need Rating: 5 out of 5 stars5/5Stock Market Investing for Beginners & Dummies Rating: 5 out of 5 stars5/5The Intelligent Investor, Rev. Ed: The Definitive Book on Value Investing Rating: 4 out of 5 stars4/5Day Trading For Dummies Rating: 3 out of 5 stars3/5Just Keep Buying: Proven ways to save money and build your wealth Rating: 5 out of 5 stars5/5The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns Rating: 4 out of 5 stars4/5Principles: Life and Work Rating: 4 out of 5 stars4/5Small and Mighty Real Estate Investor: How to Reach Financial Freedom with Fewer Rental Properties Rating: 0 out of 5 stars0 ratingsThe Money Game Rating: 4 out of 5 stars4/5How to Invest: Masters on the Craft Rating: 4 out of 5 stars4/5Buy, Rehab, Rent, Refinance, Repeat: The BRRRR Rental Property Investment Strategy Made Simple Rating: 5 out of 5 stars5/5ABCs of Property Management: What You Need to Know to Maximize Your Money Now Rating: 5 out of 5 stars5/5Get Rich with Dividends: A Proven System for Earning Double-Digit Returns Rating: 5 out of 5 stars5/5Buy Then Build: How Acquisition Entrepreneurs Outsmart the Startup Game Rating: 5 out of 5 stars5/5
Related podcast episodes
Ep 149: Michael Reichenberger, Idaho National Labs: Technical Lead, Radiation Measurements Laboratory 0% found this document usefulDevSecOps and securing the container. [CyberWire-X] 0% found this document usefulExpert views on Measuring Safety 0% found this document usefulEnterprise Security Weekly #4 - Patch Management 0% found this document useful
Reviews for Measuring Market Risk
Rating: 0 out of 5 stars
0 ratings
0 ratings0 reviews
Book preview
Measuring Market Risk - Kevin Dowd
Enjoying the preview?
Page 1 of 1