Value at Risk and Bank Capital Management

Francesco Saita

Argues that even though risk measurement techniques have greatly improved for market, credit and operational risk, capital management and capital allocation decisions are far from becoming purely technical and mechanical. This book contains analysis of technical VaR measures.
  • Limba : Engleza
  • Data Publicarii : 29 Mar 2007
  • Format : Hardback
  • Numar pagini : 280
  • ISBN : 9780123694669
349.99 Lei
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