Anthony Saunders
Жанры и тэги:
Understanding Market, Credit, and Operational Risk
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, credi…
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Credit Risk Measurement. New Approaches to Value at Risk and Other Paradigms
The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit deriva…
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Credit Risk Management In and Out of the Financial Crisis. New Approaches to Value at Risk and Other Paradigms
A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis d…
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