Value At Risk: The New Benchmark for Controlling Derivative Risk
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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.
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. |
| Note | Unavailable |