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Market Risk Measurement and Management by Phương Dung Bùi is a document available to read on EtoBox.

What is Market Risk Measurement and Management about?

The document is a study guide for the FRM Part II Exam, focusing on Market Risk Measurement and Management, with various questions and answers related to estimating market risk measures. It covers topics such as geometric vs. arithmetic returns, Value at Risk (VaR), expected shortfall, and statistical methods for risk assessment. The content is structured with questions, correct answers, and explanations to aid in understanding key concepts in financial risk management.

Author

Phương Dung Bùi

Language

EN