Understanding Market, Credit, and Operational Risk: The...

Main
Mathematics
Understanding Market, Credit, and...

Understanding Market, Credit, and Operational Risk: The Value at Risk Approach

Name: Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
ISBN: 9781405142267

Linda Allen, Jacob Boudoukh, Anthony Saunders

0 / 0

0 comments

이 책이 얼마나 마음에 드셨습니까?

파일의 품질이 어떻습니까?

책의 품질을 평가하시려면 책을 다운로드하시기 바랍니다

다운로드된 파일들의 품질이 어떻습니까?

A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk. Applies the Value at Risk approach to market, credit, and operational risk measurement. Illustrates models with real-world case studies. Features coverage of BIS bank capital requirements.

카테고리:

Mathematics

년:

2004

판:

출판사:

Wiley-Blackwell

언어:

english

페이지:

313

ISBN 10: