Understanding Market, Credit, And Operational Risk

The Value At Risk Approach

by Anthony Saunders, Jacob (New York University) Boudoukh e Linda Allen
language: english
Publisher: JOHN WILEY AND SONS LTD, October of 2003 ‧
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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.

Understanding Market, Credit, And Operational Risk

The Value At Risk Approach

by Anthony Saunders, Jacob (New York University) Boudoukh e Linda Allen

Property Description
ISBN: 9780631227090
Publisher: JOHN WILEY AND SONS LTD
Release Date: October of 2003
Language: English
Cover: Hardcover
Pages: 312
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780631227090