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

Anthony Saunders, Linda Allen, Jacob Boudoukh

479,00 47900
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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. 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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2003 Forfatter Anthony Saunders, Jacob Boudoukh, Linda Allen
Forlag
Wiley
ISBN 9780631227090
Antall sider 312 Dimensjoner 15,9cm x 23,2cm x 2,8cm
Vekt 600 gram Leverandør Bertram Trading Ltd
Emner og form Investment & securities, Management decision making, Credit & credit institutions