Understanding market, credit, and operational risk the value at risk approach

Allen, Linda 1954

Understanding market, credit, and operational risk the value at risk approach by Linda Allen, Jacob Boudoukh, and Antony Saunders. - Malden, MA. Blackwell 2004. - xxii, 284 p. ill. 24 cm.

Includes bibliographical references (p. [257]-269) and index.

0631227091


Financial futures.
Risk management.
Operational risk.

332.106 81 / Al53U