"Measuring Market Risk"

This page provides access to the MATLAB and other files (e.g., some Excel files) for my book Measuring Market Risk (2nd edition, Wiley, 2005). These are the files included in the CD published with the book.

A zip folder with these files can be downloaded from the download button below. This folder includes also the various files for the 1st edition of Measuring Market Risk, published by Wiley in 2002.

These files do not include the teaching material (ppt) slides I assembled for the book. However, these are available on request.

A traditional Chinese language edition was published by the Taiwan Academy of Banking and Finance in Taipei in 2008, and a mainland Chinese language edition was published by China Financial and Economic Publishing House in June 2011.

For more on MATLAB, see the MathWorks home page.