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Economics/Finances Value at risk : the new benchmark for managing financial risk

Posted on 2010-03-16




Name:Economics/Finances Value at risk : the new benchmark for managing financial risk
ASIN/ISBN:0071355022
Author:Philippe Jorion
Publisher:McGraw-Hill
Language:English
File size:1.2 Mb
   Economics/Finances Value at risk : the new benchmark for managing financial risk

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  • Author: Philippe Jorion
  • Publisher: McGraw-Hill
  • ISBN: 0071355022
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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