Recent well-publicised 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 timely book 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 will be an essential guide to a key area of risk management.
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Recent well-publicised 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 timely book 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 will be an essential guide to a key area of risk management.
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Add this copy of Measuring and Managing Derivative Market Risk to cart. $6.76, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1996 by Thomson Learning.
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Add this copy of Measuring and Managing Derivative Market Risk to cart. $32.99, very good condition, Sold by Green Ink Booksellers rated 5.0 out of 5 stars, ships from Hay on Wye, HEREFORDSHIRE, UNITED KINGDOM, published 1996 by Cengage Learning EMEA.
Add this copy of Measuring and Managing Derivative Market Risk to cart. $35.66, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Thomson Learning.