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
List price: £30.00
You save: 30%
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.

