Value At Risk: The New Benchmark for Controlling Derivative Risk by Phillipe Jorion

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Value At Risk: The New Benchmark for Controlling Derivative Risk by Phillipe Jorion

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Summary

This text focuses on Value At Risk (VAR) as a financial technique to measure risks run by trading and investment operations and provides steps towards implementing a safe risk-management system. It shows the use of VAR to set position limits on traders.

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Value At Risk: The New Benchmark for Controlling Derivative Risk by Phillipe Jorion

This text focuses on Value At Risk (VAR) as a financial technique to measure risks run by trading and investment operations and provides steps towards implementing a safe risk-management system. It shows the use of VAR to set position limits on traders.

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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.
SKU Unavailable
ISBN 13 9780786308484
ISBN 10 0786308486
Title Value At Risk: The New Benchmark for Controlling Derivative Risk
Author Phillipe Jorion
Condition Unavailable
Binding Type Hardback
Publisher McGraw-Hill Education - Europe
Year published 1996-10-31
Number of pages 332
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.