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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Most Helpful Customer Reviews
5 of 5 people found the following review helpful:
4.0 out of 5 stars
An excellent introduction to VaR,
By A Customer
This review is from: Value at Risk: The New Benchmark for Controlling Derivative Risk (Hardcover)
This provides an excellent overview and introduction to VaR and issues surrounding it. A must read for any body involved with financial risk management.
5 of 5 people found the following review helpful:
5.0 out of 5 stars
Outstanding and practical,
By jbcarson@lynxus.com (Minnesota, USA) - See all my reviews
This review is from: Value at Risk: The New Benchmark for Controlling Derivative Risk (Hardcover)
Jorian clearly has practiced before he began to preach. I found his work to be essential in designing and implementing a var methodology for the electricity forward market. The examples he gives of the failures to measure and control risk are illuminating and entertaining. I have recommended the book to others and they have agreed that the book is excellent.
4 of 4 people found the following review helpful:
4.0 out of 5 stars
A must read for all institutional or fund managers!,
By A Customer
This review is from: Value at Risk: The New Benchmark for Controlling Derivative Risk (Hardcover)
As a professional trader and fund manager of over $100 million in assets, I find the book very informative and in depth and at the same time easy to understand. I have made it a requirement for all my traders and managers to read the book. We have become even more risky and daring now!
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