Book by Lawless Jennifer L
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and bandwidth. All this can give rise to so-called volatility and there has been a consequent development in formal risk management techniques to cover all types of risk: market, credit, liquidity, etc. One of these techniques, Value at Risk, was developed specifically to help manage market risk over short periods. Its success led, somewhat controversially, to its take up and extension to credit risk over longer time-scales. This extension, ultimately not successful, led to the collapse of a number of institutions. The present book, which was originally published in 2002, by some of the leading figures in risk management, examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice.
"...studying the articles in this volume will give the reader a profound picture of the foundations of modern risk management in the static case." Journal of the American Statistical Association
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Etat : Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780521781800. N° de réf. du vendeur 9703579
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Vendeur : Anybook.com, Lincoln, Royaume-Uni
Etat : Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780521781800. N° de réf. du vendeur 9703578
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 opera. N° de réf. du vendeur 446946959
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