Risk management: value at risk and beyond
Éditeur :
Cambridge University Press
ISBN :
9780521169639
Date de publication :
9 déc. 2010
Dimensions :
22,9 x 15,2 x 1,7 cm
Poids :
430 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
In this 2002 book some of the leading figures in risk management examine the complex issues governing the stability of the global financial system. Chapters present a mix of theory and practice, from axiomatics, measurement and extreme value theory to operational, credit and market risk. Essential reading for all involved in financial risk management.