£49.68

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

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£49.68 £46.25 £47.00 £47.75 £48.49 £49.24 £49.99 26 April 2026 12 May 2026 29 May 2026 15 June 2026 02 July 2026

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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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
27 October 2003
Listed Since
12 February 2007

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