Mohlo by se vám také líbit

Více informací o knize Understanding Market Credit and Operational Risk - The Value at Risk Approach

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 204 bodů

Anotace knihy

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.

Parametry knihy

• Plný název: Understanding Market Credit and Operational Risk - The Value at Risk Approach
• Autor: Linda Allen, Jacob Boudoukh, Anthony Saunders
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 312
• EAN: 9780631227090
• ISBN: 0631227091
• ID: 04899374
• Nakladatelství: John Wiley and Sons Ltd
• Hmotnost: 594 g
• Rozměry: 242 × 158 × 23 mm
• Datum vydání: 27. October 2003

Oblíbené z jiného soudku

---

---

---