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 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...

• Format: Hardcover
• Language: English
• ISBN: 0631227091
• ISBN13: 9780631227090
• Release Date: December 2003
• Publisher: Wiley-Blackwell
• Length: 312 Pages
• Weight: 1.15 lbs.
• Dimensions: 1.1" x 6.0" x 9.2"