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The Fundamentals of Risk Measurement
 
 
 
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Title The Fundamentals of Risk Measurement
Edition 1
Call Number
ISBN/ISSN
Author(s) Marrison, Chris
Subject(s) RISK MEASUREMENT
Classification 658.151 1
Series Title
GMD Buku
Language Inggris
Publisher McGraw Hill
Publishing Year 2002
Publishing Place New York
Collation
Abstract/Notes
Specific Detail Info 1. The Basics of Risk Management; 2. Risk Measurement at the Corporate Level : Economic Capital and RAROC; 3. Review of Statistics; 4. Background on Traded Instruments; 5. Market-Risk Measurement;…
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