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Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
Linda Allen
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
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | October 27, 2003 |
ISBN13 | 9780631227090 |
Publishers | John Wiley and Sons Ltd |
Pages | 312 |
Dimensions | 158 × 242 × 23 mm · 594 g |
Language | English |