Understanding Market, Credit, and Operational Risk: The Value at Risk Approach by Jacob Boudoukh, Linda Allen, Anthony Saunders

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

Jacob Boudoukh, Linda Allen, Anthony Saunders

312 pages missing pub info (editions)

nonfiction business economics medium-paced
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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 th...

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