Take a photo of a barcode or cover
Read With Others
Book Information
312 pages • hardcover • 1 edition
ISBN/UID: 9780631227090
Format: Hardcover
Language: English
Publisher: Wiley-Blackwell
Edition Pub Date: 30 Dec 2003
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 th...
Community Reviews
Content Warnings
312 pages • hardcover
ISBN/UID: 9780631227090
Format: Hardcover
Language: English
Publisher: Wiley-Blackwell
Edition Pub Date: 30 Dec 2003
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 th...
Community Reviews
Content Warnings