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Value at Risk: The New Benchmark for Managing Financial  Risk
 
 
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Value at Risk: The New Benchmark for Managing Financial Risk (Hardcover)

by Philippe Jorion (Author) "Corporations are in the business of managing risks..." (more)
Key Phrases: market risk charge, credit risk charge, portfolio credit risk models, Monte Carlo, Basel Committee, Bankers Trust (more...)
2.9 out of 5 stars  (19 customer reviews)


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14 used & new available from $28.24

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Editorial Reviews
Product Description
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.

Download Description
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.

See all Editorial Reviews

Product Details
  • Hardcover: 544 pages
  • Publisher: McGraw-Hill; 2 edition (August 17, 2000)
  • Language: English
  • ISBN-10: 0071355022
  • ISBN-13: 978-0071355025
  • Product Dimensions: 9.1 x 6.5 x 2.1 inches
  • Shipping Weight: 2.2 pounds
  • Average Customer Review: 2.9 out of 5 stars  (19 customer reviews)
  • Amazon.com Sales Rank: #241,980 in Books (See Bestsellers in Books)
    (Publishers and authors: Improve Your Sales)