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Measuring Market Risk (2nd Edition)

Fully revised and restructured, "Measuring Market Risk, Second Edition" includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A's and case studies.

Publisher: Wiley; 2 edition (July 11, 2005)
Language: English
ISBN-10: 0470013036
ISBN-13: 978-0470013038
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