Provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers with practical tools to solve real-world problems. This work covers methods for market, credit, and operational risk modelling; and places standard industry approaches on a more formal footing.
- Limba : Engleza
- Data Publicarii : 26 Sep 2005
- Format : Hardback
- Numar pagini : 544
- ISBN : 9780691122557