Value at Risk: The Benchmark for Controlling Market Risk

by PhilippeJorion (Author)

• Used

  Hardcover
  2000

  $11.54

  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.