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Philippe Jorion "Value at Risk: The New Benchmark for Managing Financial Risk"

Posted on 2010-04-14




Name:Philippe Jorion "Value at Risk: The New Benchmark for Managing Financial Risk"
ASIN/ISBN:0071355022
File size:6.3 Mb
Publish Date: 2000
ISBN: 0071355022
File Size: ca. 6.3 Mb
Other Info: Philippe Jorion «Value at Risk: The New Benchmark for Managing Financial Risk»; McGraw-Hill; 2 Edition; DJVU Scan
   Philippe Jorion "Value at Risk: The New Benchmark for Managing Financial Risk"

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More Я тут подумал, а зачем ждать следующие три года. Наступит всем полные Jorion "Value at Risk" сразу же. Опять же достаточно противоречивая книга, но это вы сами должны решать.

Следующая книга будет "Rubinstein on Derivatives".

& 8220;

To accommodate sweeping global economic changes, the risk management field has evolved substantially since the first edition of Value at Risk, making this revised edition a must. Updates include a new chapter on liquidity risk, information on the latest risk instruments and the expanded derivatives market, recent developments in Monte Carlo methods, and more. Value at Risk, Second Edition, will help professional risk managers understand, and operate within, today’s dynamic new risk environment.

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