Measuring Market Risk
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Published By John Wiley & Sons Ltd

9781118673485, 9780470013038

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Parametric Approaches (I)

Measuring Market Risk ◽

10.1002/9781118673485.ch6 ◽

2013 ◽

pp. 151-187

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Non-parametric Approaches

Measuring Market Risk ◽

10.1002/9781118673485.ch4 ◽

2013 ◽

pp. 83-125

Keyword(s):

Non Parametric

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Backtesting Market Risk Models

Measuring Market Risk ◽

10.1002/9781118673485.ch15 ◽

2013 ◽

pp. 321-349 ◽

Cited By ~ 2

Keyword(s):

Market Risk ◽

Risk Models

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Estimating Liquidity Risks

Measuring Market Risk ◽

10.1002/9781118673485.ch14 ◽

2013 ◽

pp. 309-320

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Mapping Positions to Risk Factors

Measuring Market Risk ◽

10.1002/9781118673485.ch12 ◽

2013 ◽

pp. 279-290

Keyword(s):

Risk Factors

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The Rise of Value at Risk

Measuring Market Risk ◽

10.1002/9781118673485.ch1 ◽

2013 ◽

pp. 1-17

Keyword(s):

At Risk ◽

Value At Risk

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Applications of Stochastic Risk Measurement Methods

Measuring Market Risk ◽

10.1002/9781118673485.ch9 ◽

2013 ◽

pp. 227-248

Keyword(s):

Measurement Methods ◽

Risk Measurement ◽

Stochastic Risk

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Monte Carlo Simulation Methods

Measuring Market Risk ◽

10.1002/9781118673485.ch8 ◽

2013 ◽

pp. 209-226

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Simulation Methods

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Estimating Market Risk Measures: An Introduction and Overview

Measuring Market Risk ◽

10.1002/9781118673485.ch3 ◽

2013 ◽

pp. 53-81

Keyword(s):

Risk Measures ◽

Market Risk

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Measures of Financial Risk

Measuring Market Risk ◽

10.1002/9781118673485.ch2 ◽

2013 ◽

pp. 19-52

Keyword(s):

Financial Risk

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