Measuring market risk
Year of publication: |
2005 ; 2. ed.
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Authors: | Dowd, Kevin |
Publisher: |
Chichester : John Wiley |
Subject: | Financial futures | Risk management | Futures market | Risikomanagement | Financial Futures | Marktrisiko | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Understanding market, credit, and operational risk : the value at risk approach
Allen, Linda, (2004)
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Value at risk : the new benchmark for managing financial risk
Jorion, Philippe, (2007)
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Dowd, Kevin, (2005)
- More ...
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Anarchy, Warfare, and Social Order: Comment on Hirshleifer.
Dowd, Kevin, (1997)
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Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
Cotter, John, (2006)
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Exponential Spectral Risk Measures
Cotter, John, (2007)
- More ...