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1、CreditRiskmeasurementNewApproachestoValueatRiskandOtherParadigmsSecondEditionANTHONYSAUNDERSLINDAALLENJohnWiley&Sons,Inc.CreditRiskmeasurementFoundedin1807,JohnWiley&SonsistheoldestindependentpublishingcompanyintheUnitedStates.WithofficesinNorthAmerica,Europe,Aus-tralia,andAsia,Wileyisglobal
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3、Booktopicsrangefromportfoliomanagementtoe-commerce,riskmanagement,financialengineering,valuationandfi-nancialinstrumentanalysis,aswellasmuchmore.Foralistofavailabletitles,visitourWebsiteatwww.WileyFinance.com.CreditRiskmeasurementNewApproachestoValueatRiskandOtherParadigmsSecondEditionANTHON
4、YSAUNDERSLINDAALLENJohnWiley&Sons,Inc.Copyright©2002byAnthonySaundersandLindaAllen.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,NewYork.Nopartofthispublicationmaybereproduced,storedinaretrievalsystemortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanningo
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7、oldwiththeunderstandingthatthepublisherisnotengagedinrenderingprofessionalservices.Ifprofessionaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalpersonshouldbesought.ThistitleisalsoavailableinprintasISBN0-471-21910-X.Some
