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Handbook of market risk /

Szylar, Christian.

Handbook of market risk /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Handbook of market risk /Christian Szylar.
remainder title:	Market risk
Author:	Szylar, Christian.
Published:	Hoboken, New Jersey :Wiley,c2014.
Description:	xxviii, 396 p. :ill. ;25 cm.
Subject:	Capital market.
ISBN:	9781118127186 :

Handbook of market risk /
Szylar, Christian.

Handbook of market risk /Market riskChristian Szylar. - Hoboken, New Jersey :Wiley,c2014. - xxviii, 396 p. :ill. ;25 cm. - Wiley handbooks in financial engineering and econometrics. - Wiley handbooks in financial engineering and econometrics..

Includes bibliographical references and index.

Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk. Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features: An introduction to financial markets The historical perspective from market events and diverse mathematics to the value-at-risk Return and volatility estimates Diversification, portfolio risk, and efficient frontier The Capital Asset Pricing Model.

ISBN: 9781118127186 :NT$4537

LCCN: 2013018808

Nat. Bib. No.: GBB389826bnb

Nat. Bib. Agency Control No.: 016508148UkSubjects--Topical Terms:

184940
Capital market.

LC Class. No.: HD61 / .S99 2014

Dewey Class. No.: 332.64/5

Handbook of market risk /
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005 20160811022056.0
008 160826s2014 njua b 001 0 eng
010 $a 2013018808
015 $a GBB389826 $2 bnb
016 7 $a 016508148 $2 Uk
019 $a 859558416 $a 868954938 $a 881360490
020 $a 9781118127186 : $c NT$4537
020 $a 9781118514948
020 $z 9781118514900 (eMOBI)
020 $z 9781118514931 (ePub)
020 $z 9781118573068 (pdf)
035 $a (OCoLC)840477393 $z (OCoLC)859558416 $z (OCoLC)868954938 $z (OCoLC)881360490
035 $a ocn840477393
040 $a DLC $b eng $c DLC $d YDX $d YDXCP $d BTCTA $d BDX $d OCLCF $d CDX $d UKMGB $d FIE
042 $a pcc
050 0 0 $a HD61 $b .S99 2014
082 0 0 $a 332.64/5 $2 23
100 1 $a Szylar, Christian. $3 698863
245 1 0 $a Handbook of market risk / $c Christian Szylar.
246 3 $a Market risk
260 $a Hoboken, New Jersey : $b Wiley, $c c2014.
300 $a xxviii, 396 p. : $b ill. ; $c 25 cm.
490 1 $a Wiley handbooks in financial engineering and econometrics
504 $a Includes bibliographical references and index.
520 $a Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk. Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features: An introduction to financial markets The historical perspective from market events and diverse mathematics to the value-at-risk Return and volatility estimates Diversification, portfolio risk, and efficient frontier The Capital Asset Pricing Model.
650 0 $a Capital market. $3 184940
650 0 $a Financial risk management. $3 258406
650 0 $a Risk management. $3 174339
776 $6 443986 $t Handbook of market risk
830 0 $a Wiley handbooks in financial engineering and econometrics. $3 735670