Handbook of Market Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Ronnie Sircar
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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. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.

Other books in this series. Handbook of Market Risk Christian Szylar. Add to basket. Szylar has over eighteen years of working experience with international financial organizations and has advised numerous financial institutions on how best to implement efficient risk management in banking as well as in both UCITS and hedge fund markets. Szylar has taught multiple master's-level courses on market risk and speaks regularly at international conferences.

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Wiley Handbooks in Financial Engineering and Econometrics

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Wiley Handbooks in. FINANCIAL ENGINEERING AND ECONOMETRICS Finance. Szylar • Handbook of Market Risk. Forthcoming Wiley Handbooks in. View Table of Contents for Handbook of Market Risk Wiley Handbooks in Financial Engineering and Econometrics (Pages: ).

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Ingersoll jr. Ross: The relation between forward prices and futures prices, J. Ross, M. Rubenstein: Option pricing approach, J. Merton: Theory of rational option pricing, Bell J. Ross: Options and efficiency, Quarterly J.