Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information ... » 

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non--parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A's and case studies. «