Книги
  • @
  • «»{}∼
Measuring and Managing Derivative Market Risk

Measuring and Managing Derivative Market Risk

1789360
Добавить в корзину
Описание
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.