Value at Risk: The New Benchmark for Managing Financial Risk by Philippe Jorion

Value at Risk: The New Benchmark for Managing Financial Risk by Philippe Jorion

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Value at Risk: The New Benchmark for Managing Financial Risk by Philippe Jorion

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.
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 9780071355025
ISBN 10 0071355022
Title Value at Risk: The New Benchmark for Managing Financial Risk
Author Philippe Jorion
Condition Unavailable
Binding Type Hardback
Publisher McGraw-Hill Education - Europe
Year published 2000-09-16
Number of pages 544
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable