Jacob Boudoukh – författare
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2 produkter
Understanding Market, Credit, and Operational Risk
The Value at Risk Approach
Av Linda Allen, Jacob Boudoukh m. fl.
Inbunden, 2003
749 kr
Lägg i varukorg
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 …
Understanding Market, Credit, and Operational Risk
The Value at Risk Approach
Av Anthony Saunders, Jacob Boudoukh m. fl.
E-bok, 2009
873 kr
Lägg i varukorg
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 …