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Understanding Market, Credit, and Operational Risk

- The Value at Risk Approach

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780631227090
  • Indbinding:
  • Hardback
  • Sideantal:
  • 312
  • Udgivet:
  • 27. oktober 2003
  • Størrelse:
  • 158x242x23 mm.
  • Vægt:
  • 594 g.
  • BLACK NOVEMBER
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Leveringstid: 8-11 hverdage
Forventet levering: 6. december 2024

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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.

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