Understanding market,credit,and operational risk the value at risk approach
Allen, Linda; Boudoukh, Jacob; Saunders, Anthony
Language: English
Published by Blackwell Publishing, Oxford, 2003
- Hardcover
- New
Seller: MARCIAL PONS LIBRERO, MADRID, M, SpainMARCIAL PONS LIBRERO
AbeBooks seller since September 11, 2015
Condition: New
£ 60.92
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Add to basketSeller Inventory # 100706691
- Title
- Understanding market,credit,and operational risk the value at risk approach
- Author
- Allen, Linda; Boudoukh, Jacob; Saunders, Anthony
- Publisher
- Blackwell Publishing, Oxford
- Publication year
- 2003
- Condition
- New
- Binding
- TAPA DURA
- Language
- English
- ISBN 10
- 0631227091
- ISBN 13
- 9780631227090
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.
"Synopsis" may belong to another edition of this title.
About the Author
Jacob Boudoukh is Professor of Finance and the founding director of theCaesarea Edmond Benjamin de Rothschild Center for Capital Markets and Risk Management at the Arison School of Business, IDC; as well as holding positions at the Stern School of Business, New York University. ormerly formerly with and currently visiting Stern-NYU; and a member of the NBER. His work has been published in academic journals such as The American Economic Review, and The Journal of Financial Economics, as well as practitioner journals such as Risk.Anthony Saunders is John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business, and Economics and Finance Department Chair at New York University. He is also editor of the Journal of Banking and Finance and the Journal of Financial Markets, Institutions and Instruments, and has published Financial Institutions and Management (2nd4th edition). Professor Saunders has published widely in top journals such as Journal of Finance.
"About the title" may belong to another edition of this title.
MARCIAL PONS LIBRERO
MADRID, M, Spain
AbeBooks seller since September 11, 2015
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