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9780521781800

Risk Management Value at Risk and Beyond

Risk Management Value at Risk and Beyond
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  • Comments: New. In shrink wrap. Looks like an interesting title!

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  • ISBN-13: 9780521781800
  • ISBN: 0521781809
  • Publisher: Cambridge University Press

AUTHOR

Dempster, M. A. H., Moffatt, H. K.

SUMMARY

In this 2002 book some of the leading figures in risk management examine the complex issues governing the stability of the global financial system. Chapters present a mix of theory and practice, from axiomatics, measurement and extreme value theory to operational, credit and market risk. Essential reading for all involved in financial risk management.Dempster, M. A. H. is the author of 'Risk Management Value at Risk and Beyond' with ISBN 9780521781800 and ISBN 0521781809.

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