Value at Risk: The Benchmark for Controlling Market Risk

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9780071228312: Value at Risk: The Benchmark for Controlling Market Risk

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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About the Author:

Philippe Jorion (Irvine, CA) is a professor of finance at the University of California at Irvine. Among his previous books is Financial Risk Management: Domestic and International Dimensions.

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Jorion, Philippe
Published by McGraw Hill Higher Education (2000)
ISBN 10: 0071228314 ISBN 13: 9780071228312
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Book Description McGraw Hill Higher Education, 2000. Hardcover. Book Condition: Good. Good condition, some are ex-library and can have markings. Bookseller Inventory # GD-003-41-8496008

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Book Description Mcgraw-Hill Professional, 2000. Gebundene Ausgabe. Book Condition: Sehr gut. 2nd Edition. 544 Seiten kleine Lagerspuren am Buch, Inhalt einwandfrei und ungelesen 206471 Sprache: Englisch Gewicht in Gramm: 770. Bookseller Inventory # 119615

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