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

by Jacob Boudoukh, Linda Allen, Anthony Saunders

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0631227091
• ISBN13: 9780631227090
• Release Date: December 2003
• Publisher: Wiley-Blackwell
• Length: 312 Pages
• Weight: 1.25 lbs.
• Dimensions: 1.1" x 6.0" x 9.2"