Description

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.

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

Product form

£49.99

Includes FREE delivery
Usually despatched within days
Hardback by Linda Allen , Jacob Boudoukh

1 in stock

Short Description:

A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach... Read more

    Publisher: John Wiley and Sons Ltd
    Publication Date: 27/10/2003
    ISBN13: 9780631227090, 978-0631227090
    ISBN10: 0631227091

    Number of Pages: 312

    Non Fiction , Business, Finance & Law

    • Tell a unique detail about this product5

    Description

    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.

    Customer Reviews

    Be the first to write a review
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)

    Recently viewed products

    © 2024 Book Curl,

      • American Express
      • Apple Pay
      • Diners Club
      • Discover
      • Google Pay
      • Maestro
      • Mastercard
      • PayPal
      • Shop Pay
      • Union Pay
      • Visa

      Login

      Forgot your password?

      Don't have an account yet?
      Create account