The Number That Killed Us
A Story of Modern Banking, Flawed Mathematics, and a Big Financial Crisis
An unflinching look at the risk measurement tool that brought about the Great RecessionIt's time to learn the truth about the financial crisis.In The Number That Killed Us, risk management and derivatives guru Pablo Triana presents a shocking look at Value at Risk (VaR), the mathematical model that encouraged banks to take on toxic assets they should never have touched and that ultimately brought the international financial system to its knees. Examining the myriad problems that went overlooked during the two decades when VaR was the king of financial management--including using the past to predict the future and depending on an algorithm ins…
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Produktdetails
- ISBN: 978-0-470-52973-7
- EAN: 9780470529737
- Produktnummer: 5471810
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 304 S.
- Masse: H22.7 cm x B15.9 cm x D2.7 cm 485 g
- Gewicht: 485
Über den Autor
Pablo Triana is a professor at ESADE Business School, and the author of Lecturing Birds On Flying (also by Wiley) and Corporate Derivatives. He has published widely on risk management, derivatives, and banking regulation in many of the world's leading financial and business imprints. He has held various roles in the financial industry.
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