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

Understanding market, credit, and operational risk : the value at risk approach (6회 대출)

자료유형
단행본
개인저자
Allen, Linda , 1954-. Boudoukh, Jacob. Saunders, Anthony 1949-
서명 / 저자사항
Understanding market, credit, and operational risk : the value at risk approach / Linda Allen, Jacob Boudoukh, and Antony Saunders.
발행사항
Malden, MA. :   Blackwell ,   2004.  
형태사항
xxii, 284 p. : ill. ; 24 cm.
ISBN
0631227091
서지주기
Includes bibliographical references (p. [257]-269) and index.
일반주제명
Financial futures. Risk management. Operational risk.
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008 030331s2004 maua b 001 0 eng
010 ▼a 2003007540
020 ▼a 0631227091
035 ▼a (KERIS)REF000007204865
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
042 ▼a pcc
050 0 0 ▼a HG6024.3 ▼b .A45 2004
082 0 0 ▼a 332.1/068/1 ▼2 21
090 ▼a 332.10681 ▼b A427u
100 1 ▼a Allen, Linda , ▼d 1954-.
245 1 0 ▼a Understanding market, credit, and operational risk : ▼b the value at risk approach / ▼c Linda Allen, Jacob Boudoukh, and Antony Saunders.
260 ▼a Malden, MA. : ▼b Blackwell , ▼c 2004.
300 ▼a xxii, 284 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references (p. [257]-269) and index.
650 0 ▼a Financial futures.
650 0 ▼a Risk management.
650 0 ▼a Operational risk.
700 1 ▼a Boudoukh, Jacob.
700 1 ▼a Saunders, Anthony ▼d 1949-
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.10681 A427u 등록번호 121132762 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

저자소개

Anthony Saunders(지은이)

<신용위험측정>

Linda Allen(지은이)

Jacob Boudoukh(지은이)

정보제공 : Aladin

목차

List of Figures xiv

List of Tables xvi

Preface xviii

List of Abbreviations xx

1 Introduction to Value at Risk (VaR) 1

2 Quantifying Volatility in VaR Models 21

3 Putting VaR to Work 82

4 Extending the VaR Approach to Non-tradable Loans 119

5 Extending the VaR Approach to Operational Risks 158

6 Applying VaR to Regulatory Models 200

7 VaR: Outstanding Research 233

Notes 236

References 257

Index 270


정보제공 : Aladin

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