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.
Presents recent developments of probabilistic assessment of systems dependability based on stochastic models, including graph theory, finite state automaton and language theory, for both dynamic and hybrid contexts.
Edited by Samuel H. Beer, with key selections from Capital and The Eighteenth Brumaire of Louis Bonaparte, this volume features an especially helpful introduction that serves as a guide to Marxist political and economic theory and to placing the specific writings in their contemporary setting. Included are a bibliography and list of important dates in the life of Karl Marx.