Measuring and Managing Derivative Market Risk
Type
Book
Authors
ISBN 10
1861520069
ISBN 13
9781861520067
Category
Economics
[ Browse Items ]
Publication Year
1996
Publisher
Pages
208
Description
Recent well-publicized losses on the derivatives markets have highlighted the need for a much closer understanding of the price risk involved, not just among the specialists but at all levels within financial institutions and end-user companies. This text sets out a clear, logical approach to the measurement of price risk positions using the techniques of factor sensitivity analysis and value at risk, illustrated with straightforward numerical examples. It should be a useful guide to a key area of risk management. - from Amzon
Number of Copies
1
