The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and

CD-ROM contains: MATLAB folder of risk measurement functions -- Examples in Excel/VBA.

"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a

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

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