An Introduction to Market Risk Measurement

by Kevin Dowd

* Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software.* Covers the subject without advanced or exotic material.

306 pages, Kindle Edition

First published October 18, 2002

About the author

Kevin Dowd is an economist with research interests in private money and free banking, monetary and macro economics, financial risk measurement and management, risk disclosure, political economy and policy analysis, pensions and mortality modelling. He is currently Professor of Finance and Economics at Durham University Business School and a partner in Cobden Partners based in London.