Market Risk Modelling

2nd Edition

Discipline:  Quantitative Analysis, Energy & Commodities, Derivatives & Options

First published:

ISBN: 9781906348779

This fully updated and revised second edition of Market Risk Modelling expands to incorporate the vast developments in the risk management landscape since the first edition, both in terms of advances in statistical techniques and their application. With new material focusing on key topics such as tail risk modelling and stochastic forecasting, Market Risk Modelling describes easily implementable tools and approaches for use by the time-starved risk manager.

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