Markt-, Kredit- und operationelles Risiko verstehen: Der Value-at-Risk-Ansatz...
Understanding Market, Credit, and Operational Risk : The Value at Risk Approach, Hardcover by Allen, Linda; Boudoukh, Jacob; Saunders, Anthony, ISBN 0631227091, ISBN-13 9780631227090, Brand New, Free P&P in the UK This guide outlines the Value at Risk (VaR) model and applies it to the measurement of market risk, credit risk, and operational risk. It uses VaR techniques to analyze loans, derivatives, equity prices, foreign currencies, and other financial instruments, and identifies the promise and pitfalls of these applications. Th also describes and critiques proprietary models, illustrating them with case studies. The authors teach business and finance at New York University. Annotation ©2004 Book News, Inc., Portland, OR ()
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