Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addre

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addre

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, credit risk and

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of fin

Risk Analysis concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions from those models. Quantitative risk a