Tóm tắt

Market Risk Analysis is a series of 4 interlinked text books. Its aim is to define a syllabus for education in market risk analysis, from the basics to the most advanced level of understanding we have today, to set standards for the profession of market risk analyst, and to provide the means whereby the required skills may be attained. The main purpose is to provide a self-study programme for readers wishing to gain a proper foundation for the job of market risk analyst. The four volumes of Market Risk Analysis illustrate virtually every concept or formula with a practical, numerical example or a longer, empirical case study.