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The market risk amendment : understanding the marking-to-model and value-at-risk

Dimitris N. Chorafas

Publication Data

Title The market risk amendment : understanding the marking-to-model and value-at-risk
Author Dimitris N. Chorafas
Publisher McGraw-Hill
Publication date 1998
Publication location New York
Language English

Topics

Financial futures
Risk management
011988318

Catalogue Data

OBNB ID GB9815848
ISBN 10 0786312246
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.632

ISBD

P1053 xiv, 332p.
P1042 Includes bibliographical references and index.

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The market risk amendment : understanding the marking-to-model and value-at-risk by Dimitris N. Chorafas. ISBN 0786312246. Published by McGraw-Hill in 1998. Publication and catalogue information, links to buy online and reader comments.

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