Udvidet returret til d. 31. januar 2025

Understanding Market, Credit, and Operational Risk - Linda Allen - Bog

- The Value at Risk Approach

Bag om 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780631227090
  • Indbinding:
  • Hardback
  • Sideantal:
  • 312
  • Udgivet:
  • 27. oktober 2003
  • Størrelse:
  • 158x242x23 mm.
  • Vægt:
  • 594 g.
  • 8-11 hverdage.
  • 30. november 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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.

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