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The text uses VaR techniques to analyze loans, derivatives, equity prices, foreign currencies and other financial instruments. Featuring comprehensive coverage of the BIS bank capital requirements, and including the latest proposals for the New Capital Accord, the book also describes the newest application of VaR techniques to operational risk measurement. The text examines the promise and the pitfalls of these risk measurement models, and makes recommendations for future research into this important area.
The text uses VaR techniques to analyze loans, derivatives, equity prices, foreign currencies and other financial instruments. Featuring comprehensive coverage of the BIS bank capital requirements, and including the latest proposals for the New Capital Accord, the book also describes the newest application of VaR techniques to operational risk measurement. The text examines the promise and the pitfalls of these risk measurement models, and makes recommendations for future research into this important area.
Jacob Boudoukh is Professor of Finance and the founding director of theCaesarea Edmond Benjamin de Rothschild Center for Capital Markets and Risk Management at the Arison School of Business, IDC; as well as holding positions at the Stern School of Business, New York University. ormerly formerly with and currently visiting Stern-NYU; and a member of the NBER. His work has been published in academic journals such as The American Economic Review, and The Journal of Financial Economics, as well as practitioner journals such as Risk.Anthony Saunders is John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business, and Economics and Finance Department Chair at New York University. He is also editor of the Journal of Banking and Finance and the Journal of Financial Markets, Institutions and Instruments, and has published Financial Institutions and Management (2nd4th edition). Professor Saunders has published widely in top journals such as Journal of Finance.
| Erscheinungsjahr: | 2003 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Seiten: | 312 |
| ISBN-13: | 9780631227090 |
| ISBN-10: | 0631227091 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Allen, Linda
Boudoukh, Jacob Saunders, Anthony |
| Hersteller: | Turner Publishing Company |
| Maße: | 240 x 161 x 21 mm |
| Von/Mit: | Linda Allen (u. a.) |
| Erscheinungsdatum: | 30.12.2003 |
| Gewicht: | 0,636 kg |
Jacob Boudoukh is Professor of Finance and the founding director of theCaesarea Edmond Benjamin de Rothschild Center for Capital Markets and Risk Management at the Arison School of Business, IDC; as well as holding positions at the Stern School of Business, New York University. ormerly formerly with and currently visiting Stern-NYU; and a member of the NBER. His work has been published in academic journals such as The American Economic Review, and The Journal of Financial Economics, as well as practitioner journals such as Risk.Anthony Saunders is John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business, and Economics and Finance Department Chair at New York University. He is also editor of the Journal of Banking and Finance and the Journal of Financial Markets, Institutions and Instruments, and has published Financial Institutions and Management (2nd4th edition). Professor Saunders has published widely in top journals such as Journal of Finance.
| Erscheinungsjahr: | 2003 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Seiten: | 312 |
| ISBN-13: | 9780631227090 |
| ISBN-10: | 0631227091 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Allen, Linda
Boudoukh, Jacob Saunders, Anthony |
| Hersteller: | Turner Publishing Company |
| Maße: | 240 x 161 x 21 mm |
| Von/Mit: | Linda Allen (u. a.) |
| Erscheinungsdatum: | 30.12.2003 |
| Gewicht: | 0,636 kg |
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