The Market Risk Amendment: Understanding the Marking-to-Model and Value-at-Risk

Author: Dimitris N. Chorafas
List Price: $49.95
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ISBN: 0786312246
Publisher: McGraw-Hill Professional (17 September, 1997)
Sales Rank: 121,770
Average Customer Rating: 3 out of 5

Customer Reviews

Rating: 3 out of 5
Mixed
Good summary of the new BIS rules, but the review of understanding marking-to-model is sketchy, inconsistent, and rife with too many pseudo-graphs and footnotes to his own books and articles.

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