Allen Linda, Boudoukh Jacob, Saunders Anthony:
Understanding Market, Credit And Operational Risk

The Value At Risk Approach

Blackwell Publishers (United Kingdom), 2003
Hardback, 312 pages
Size: 233x162 mm
ISBN: 9780631227090
ISBN-10: 0631227091

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Understanding Market, Credit And Operational Risk

Serves as a guide to the use of Value at Risk (VaR) models. This title applies the VaR approach to the measurement of market risk, credit risk and operational risk. It describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies.

Related links:

Linda Allen
Jacob Boudoukh
Anthony Saunders
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
Blackwell Publishers

More information from Wikipedia:

Linda Allen
Jacob Boudoukh
Anthony Saunders
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