This book presents the fundamentals of market risk. Divided into two parts, the first covers Value at Risk and Expected Tail Loss, and the second part provides a toolkit of techniques suitable for market risk management.
_ Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software.
_ Covers the subject without advanced or exotic material.
_ Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software.
_ Covers the subject without advanced or exotic material.