- We will send in 10–14 business days.
/images/books/4038100/9780631227090.jpg)
- Author: Anthony Saunders
- Publisher: John Wiley & Sons
- ISBN-10: 0631227091
- ISBN-13: 9780631227090
- Format: 15.2 x 23.3 x 2.7 cm, hardcover
- Language: English
- SAVE -10% with code: EXTRA
Understanding Market, Credit, and Operational Risk (e-book) (used book) | bookbook.eu
Reviews
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.
EXTRA 10 % discount with code: EXTRA
The promotion ends in 19d.11:36:35
The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: Anthony Saunders
- Publisher: John Wiley & Sons
- ISBN-10: 0631227091
- ISBN-13: 9780631227090
- Format: 15.2 x 23.3 x 2.7 cm, hardcover
- Language: English English
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.
Reviews