Value at Risk: The New Benchmark for Managing Financial Risk - Rilegato

Jorion, Philippe

Rilegato

ISBN 10: 0071355022 ISBN 13: 9780071355025

Casa editrice: McGraw-Hill Education, 2000

Riassunto

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.

Su questo libro

L'autore:

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.

Product Description:

Book by Jorion Philippe

Su questa edizione

• Editore: McGraw-Hill Education
• Data di pubblicazione: 2000
• ISBN 10: 0071355022
• ISBN 13: 9780071355025
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 544