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5 of 6 people found the following review helpful:
3.0 out of 5 stars
Mixed,
By A Customer
This review is from: The Market Risk Amendment: Understanding the Marking-To-Model and Value-At-Risk (Hardcover)
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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The Market Risk Amendment: Understanding the Marking-To-Model and Value-At-Risk by Dimitris N. Chorafas (Hardcover - September 17, 1997)
Used & New from: $9.88
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