|
| Der Artikel wird am Ende des Bestellprozesses zum Download zur Verfügung gestellt. |
Understanding Market, Credit, and Operational Risk
ISBN-13:
9781405142267
Veröffentl:
2009
Einband:
E-Book
Seiten:
312
Autor:
Linda Allen
eBook Typ:
PDF
eBook Format:
Reflowable
Kopierschutz:
2 - DRM Adobe
Sprache:
Englisch
Beschreibung:
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 ofmarket risk, credit risk and operational risk. The book describesand critiques proprietary models, illustrating them with practicalexamples drawn from actual case studies. Explaining the logicbehind the economics and statistics, this technically sophisticatedyet intuitive text should be an essential resource for all readersoperating in a world of risk.* * Applies the Value at Risk approach to market, credit, andoperational risk measurement.* Illustrates models with real-world case studies.* Features coverage of BIS bank capital requirements.
Kunden Rezensionen
Mehr zum Thema
Folgen Sie uns auf:
