Understanding Market, Credit, and Operational Risk: The Value at Risk Approach - Image 1

£46.76

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

Name: Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
Brand: Wiley
Price: 46.39 GBP
Availability: InStock

Econometrics

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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
ASIN: 0631227091
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 27 October 2003
Listed Since: 12 February 2007

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

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