{"product_id":"9780631227090","title":"Understanding Market, Credit, and Operational Risk The Value at Risk Approach","description":"\u003ch1\u003eUnderstanding Market, Credit, and Operational Risk\u003c\/h1\u003e\u003ch2\u003eThe Value at Risk Approach\u003c\/h2\u003e\u003ch3\u003eLinda Allen | Jacob Boudoukh | Anthony Saunders\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Investments \u0026amp; Securities \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eA 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 operational risk.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eThe book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eApplies the Value at Risk approach to market, credit, and operational risk measurement.\u003c\/li\u003e \u003cli\u003eIllustrates models with real-world case studies.\u003c\/li\u003e \u003cli\u003eFeatures coverage of BIS bank capital requirements.\u003c\/li\u003e \u003c\/ul\u003e\n\u003c\/div\u003e\u003cdiv\u003e  \u003cb\u003eLinda Allen\u003c\/b\u003e is Professor of Finance at the Zicklin School of Business at Baruch College, City University of New York, and Adjunct Professor of Finance at the Stern School of Business, New York University. She is also the author of \u003ci\u003eCapital Markets and Institutions: A Global View\u003c\/i\u003e and co-author of \u003ci\u003eCredit Risk Measurement: New Approaches to Value at Risk and Other Paradigms,\u003c\/i\u003e (2nd edition). She is an associate editor of the \u003ci\u003eJournal of Banking and Finance\u003c\/i\u003e, \u003ci\u003eJournal of Economics and Business\u003c\/i\u003e, and \u003ci\u003eMultinational Finance Journal,\u003c\/i\u003e and has published extensively in top academic journals in finance and economics.  \u003cp\u003e\u003cb\u003eJacob Boudoukh\u003c\/b\u003e 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 \u003ci\u003eThe American Economic Review,\u003c\/i\u003e and \u003ci\u003eThe Journal of Financial Economics\u003c\/i\u003e, as well as practitioner journals such as \u003ci\u003eRisk\u003c\/i\u003e.\u003cb\u003eAnthony Saunders\u003c\/b\u003e 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 \u003ci\u003eJournal of Banking and Finance\u003c\/i\u003e and the \u003ci\u003eJournal of Financial Markets, Institutions and Instruments\u003c\/i\u003e, and has published \u003ci\u003eFinancial Institutions and Management\u003c\/i\u003e (2nd4th edition)\u003ci\u003e.\u003c\/i\u003e Professor Saunders has published widely in top journals such as \u003ci\u003eJournal of Finance\u003c\/i\u003e.\u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e07 January 2004\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley-Blackwell\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780631227090\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e312\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e21.44\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44310844080268,"sku":"9780631227090","price":63.9,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780631227090.jpg?v=1780235142","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780631227090","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}