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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Summary

Includes a chapter on liquidity risk, information on the risk instruments and the expanded derivatives market, developments in Monte Carlo methods, and more. This title aims to help professional risk managers understand, and operate within, dynamic risk environment.

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

Includes a chapter on liquidity risk, information on the risk instruments and the expanded derivatives market, developments in Monte Carlo methods, and more. This title aims to help professional risk managers understand, and operate within, dynamic 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.