An Introduction to Market Risk Measurement --*English

Тема в разделе "Литература", создана пользователем mitter, 12 мар 2007.

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Модераторы: Hilo
  1. mitter


    14 сен 2006
    An Introduction to Market Risk Measurement:
    This book is divided into two parts—the chapters that discuss risk measurement, presupposing that the reader has the technical tools (i.e., the statistical, programming and other skills) to follow the discussion; and the toolkit at the end, which explains the main tools needed to measure market risk. This division separates the material dealing with risk measurement per se from the material dealing with the technical tools needed to carry out risk measurement. This helps to simplify the discussion and should make the book much easier to read: instead of going back and forth between technique and risk measurement, as many books do, we can read the technical material first; once we have the tools under our belt, we can then focus on the risk measurement without having to pause occasionally to re-tool.
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