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We study short-term market risks implied by weekly S&P 500 index options. The introduction of weekly options has dramatically shifted the maturity profile of tr
International Convergence of Capital Measurement and Capital Standards
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Measuring Market Risk
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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
Modern Financial Markets
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Throughout this concise, accessible book, readers will quickly learn the fundamental concepts of managerial finance while discovering how things really work. Th
Measuring Market Risk with Value at Risk
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Authors: Pietro Penza
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"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