Dowd Kevin. An Introduction to Market Risk Measurement

Prmia Publications – 2005, 1301 pages ISBN: 0976609703, 9780976609704 As its title implies, this book is the Handbook for the Professional Risk Manager. It is for those professionals who seek to demonstrate their skills in the field of financial risk management and for those looking simply for an excellent reference source. With contributions from nearly 40 leading authors, the...

John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV). Value at Risk and Other Risk Metrics. An Overview of Market Risk Assessment. Risk Measurement in Banks. Risk Measurement in Portfolio Management. Risk Measurement in Large Corporations. Downside and Quantile Risk Metrics. Semi-Standard Deviation and Second Order Lower. Partial Moment. Other Lower Partial...

N.-Y.: Wiley, 2013. - 264p. The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and...

Wiley, 2014. — 352 p. — (Wiley Finance Series). — ISBN: 9781118796900 A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until...

Wiley – 2011, 448 pages ISBN 0470977612 A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature the risks of the models themselves. This book starts...

Wiley, 2008. – 1033 p. – ISBN: 047017921X, 9780470179215 If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you...