Value at Risk: The New Benchmark for Managing Financial Risk - Couverture souple

Jorion, Philippe

 
9780071228312: Value at Risk: The New Benchmark for Managing Financial Risk

Synopsis

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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À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9780071355025: Value at Risk: The New Benchmark for Managing Financial Risk

Edition présentée

ISBN 10 :  0071355022 ISBN 13 :  9780071355025
Editeur : McGraw-Hill Professional, 2000
Couverture rigide