Zobacz książki o podobnej tematyce

Więcej informacji o Understanding Market Credit and Operational Risk - The Value at Risk Approach

• Dane szczegółowe
• Opis
• Ulubione w innej kategorii

Za ten zakup dostaniesz 199 punkty

Opis

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.

Szczegóły książki

• Pełny tytuł: Understanding Market Credit and Operational Risk - The Value at Risk Approach
• Autor: Linda Allen, Jacob Boudoukh, Anthony Saunders
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 312
• EAN: 9780631227090
• ISBN: 0631227091
• ID: 04899374
• Wydawca: John Wiley and Sons Ltd
• Waga: 594 g
• Wymiary: 242 × 158 × 23 mm
• Data wydania: 27. October 2003

Ulubione w innej kategorii

---

---

---