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I. Introduction by Marshall Sarnat. Managing Market and Credit Risks. Introduction to VaR (Value-at-Risk). A Comparison between the BIS Standardized Approach and the Internal Models Approach. Evaluating Credit Risk: An Option Pricing Approach.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.