A manual for learning the mechanics of value at risk. It covers field motivation, regulatory developments, VAR method applications, technology of risk and credit and operational risk. There are examples in the form of spreadsheets and data on the CD-ROM.
Auflage
Sprache
Verlagsort
Verlagsgruppe
McGraw-Hill Education - Europe
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Illustrationen
Maße
Höhe: 235 mm
Breite: 191 mm
ISBN-13
978-0-07-135503-2 (9780071355032)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Klassifikation
Measuring risk; building blocks; VAR systems
