Premium & Rewards Members 25% Off Pre-Order Books With Code PREORDER25 Ends 6/26 Shop Now Online only. See page for details.Premium & Rewards Members 25% Off Pre-Order Books With Code PREORDER25 Ends 6/26 Shop Now Online only. See page for details.
Add Item to wish listAdd Item to wish list

Integrated Market and Credit Portfolio Models: Risk Measurement and Computational Aspects

By Peter Grundke, Univ.-Prof. Dr. Thomas Hartmann-Wendels (Foreword by)
Paperback
$54.99
By Peter Grundke, Univ.-Prof. Dr. Thomas Hartmann-Wendels (Foreword by)
Promotion message icon
Premium Members save an extra 10% and all Members collect stamps to save with Rewards. 10 stamps = $5.Learn More
Formats
In stock
This item is currently out of stock online.
Free standard shipping on orders over $60
Select a store to view item availability.
Banks are exposed to various kinds of risks; among them are credit default risks, market price risks and operational risks the most important ones. Aggregating these different risk ex- sures to a comprehensive risk position is an important, yet challenging and up to now un- solved task. Banks’ current state of the art in risk management is still far away from achieving a fully integrated view of the risks they are exposed to. This shortfall traces back to both, to conceptual problems of con...

Categories

BusinessEconomicsMacroeconomicsMacroeconomics - General & Miscellaneous