Measuring market risk

Author(s)

• Dowd, Kevin

Bibliographic Information

Measuring market risk

Kevin Dowd

Wiley, c2005

2nd ed

Note

Originally published 2002

Bibliography: p. [365]-377

Includes index

Details

• NCID: BA76405717
• ISBN:
  • 0470013036
• LCCN: 2005010796
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester ; Hoboken, N.J.
• Pages/Volumes: xviii, 390 p.
• Size: 26 cm.
• Attached Material: 1 computer laser optical disk (4 3/4 in.)
• Classification:
  • LCC : HG6024.3
  • DC22 : 332.63/2042
• Subject Headings:
  • LCSH : Financial futures -- Mathematical models
  • LCSH : Risk management -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models