Understanding market, credit, and operational risk : the value at risk approach / Linda Allen, Jacob Boudoukh, and Antony Saunders

Author : Allen, Linda
Rating :
Understanding market, credit, and operational risk...

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

Publisher : Malden MA. : Blackwell
Publish Year : 2004
Page : xxii, 284 p
Barcode Call No. Volume Status Due Date Total Queue
1010071660 IK00074 Available 0 Please Login

Related Book

The Stock Exchange of Thailand and the companies in SET Group uses cookies to provide you with a better browsing experience. Click here for detailed information on the use of cookies on this site, and how you can manage them.