Value at Risk: The New Benchmark for Managing Financial Risk

Front Cover
McGraw-Hill, 2001 - Business & Economics - 544 pages
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.

About the author (2001)

Philippe Jorion, Ph.D. is Professor of Finance at the University of California at Irvine.

Bibliographic information

TitleValue at Risk: The New Benchmark for Managing Financial Risk
MacGraw-Hill international editions: Finance series
McGraw-Hill finance series
Value at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion
AuthorPhilippe Jorion
Editionillustrated
PublisherMcGraw-Hill, 2001
ISBN0071355022, 9780071355025
Length544 pages
Subjects ›  › 

Business & Economics / Accounting / General
Business & Economics / Corporate Finance / General
Business & Economics / Decision-Making & Problem Solving
Business & Economics / Finance / General
Business & Economics / Investments & Securities / Futures
Business & Economics / Investments & Securities / General
Business & Economics / Management
  
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