THE FEDERAL FORECASTERS CONFERENCE--1999. PAPERS AND PROCEEDINGS (10TH, WASHINGTON, DC, JUNE 24, 1999) AND SELECTED PAPERS FROM THE INTERNAT.

THE FEDERAL FORECASTERS CONFERENCE--1999. PAPERS AND PROCEEDINGS (10TH, WASHINGTON, DC, JUNE 24, 1999) AND SELECTED PAPERS FROM THE INTERNAT. PDF Author: United States. Office of Educational Research and Improvement
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Languages : en
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THE FEDERAL FORECASTERS CONFERENCE--1999. PAPERS AND PROCEEDINGS (10TH, WASHINGTON, DC, JUNE 24, 1999) AND SELECTED PAPERS FROM THE INTERNAT.

THE FEDERAL FORECASTERS CONFERENCE--1999. PAPERS AND PROCEEDINGS (10TH, WASHINGTON, DC, JUNE 24, 1999) AND SELECTED PAPERS FROM THE INTERNAT. PDF Author: United States. Office of Educational Research and Improvement
Publisher:
ISBN:
Category :
Languages : en
Pages :

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The 10th Federal Forecasters Conference, 1999

The 10th Federal Forecasters Conference, 1999 PDF Author: Debra E. Gerald
Publisher:
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Category : Economic forecasting
Languages : en
Pages : 340

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Resources in Education

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Category : Education
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An Introduction to Market Risk Measurement

An Introduction to Market Risk Measurement PDF Author: Kevin Dowd
Publisher: John Wiley & Sons
ISBN: 0470855207
Category : Business & Economics
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Book Description
Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.

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Measuring Market Risk PDF Author: Kevin Dowd
Publisher: John Wiley & Sons
ISBN: 0470855215
Category : Business & Economics
Languages : en
Pages : 395

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Book Description
The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.

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