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Understanding Market, Credit, and Operational Risk: The Value at Risk Approach Linda Allen
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Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
Linda Allen
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.
312 pages, 43
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2003. gada 15. decembris |
| ISBN13 | 9780631227090 |
| Izdevēji | John Wiley and Sons Ltd |
| Lapas | 312 |
| Izmēri | 158 × 242 × 23 mm · 576 g |
| Valoda | Angļu |
