[下载]An Introduction to Market Risk Measurement by Kevin Dowd

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Table of Contents
The Risk Measurement Revolution
Measures of Financial Risk
Basic Issues in Measuring Market Risk
Nonparametric VAR and ETL
Parametric VAR and ETL
Simulation Approaches to the Estimation of VAR and ETL
Incremental and Component Risks
Estimating Liquidity Risks
Backtesting Market Risk Models
Stress Testing
Model Risk
进一步请信息参见：http://as.wiley.com/WileyCDA/WileyTitle/productCd-0470847484,descCd-tableOfContents.html

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[下载]An Introduction to Market Risk Measurement by Kevin Dowd
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