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Rethinking Valuation and Pricing Models by Greg N. Gregoriou, Christian Hoppe, Carsten Wehn

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17

A Review of Market Risk Measures and Computation Techniques

Kasirga Yildirak and Cumhur Ekinci∗∗

Trakya University

∗∗Istanbul Technical University

17.1 Introduction

Market risk is a major concern for all types of traders and investors. This chapter concisely presents the widely used risk measures and the way they are implemented, particularly in the banking industry. Market risk refers to the ...

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