Télécharger le livre :  Understanding Market, Credit, and Operational Risk
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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...

Editeur : Wiley-Blackwell
Parution : 2009-02-04

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