MATLAB and Simulink Based Books

An Introduction to Market Risk Measurement

An Introduction to Market Risk Measurement

Written for students in finance, this book provides an introduction to value at risk (VaR) and expected tail loss (ETL). The book is a student-oriented version of Measuring Market Risk (ISBN 0-471-52174-4). Topics covered include parametric and nonparametric risk estimation, simulation, numerical methods, liquidity risks, stress testing, and model risk. MATLAB and the Statistics and Machine Learning Toolbox are used to solve numerous application examples throughout the book.

About This Book

Kevin Dowd

John Wiley & Sons, Inc., 2002

ISBN: 0-470-84748-4
Language: English

Buy Now at Amazon.com

MATLAB Courseware

Teaching materials based on MATLAB and Simulink

Trials Available

Try the latest economics and computational finance products.

Get trial software