Value At Risk
The New Benchmark for Controlling Derivative Risk
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Word Count
83,000 words, Guess
Page Count
332 pages
Physical Format
Hardcover
Identifiers
- Open LibraryOL8138073M
- ISBN-139780786308484
- ISBN-100786308486
- OCLC Control Number34658858
- OCLC Control Numbervalueatrisknewbe0000jori
and 3 more
- Library of Congress Control Number96021381
- LibraryThing962767
- Goodreads464566
Classifications
- LCCHG6024.3.J683 1997
- DDC658.15/5
Description
This third edition has been significantly updated. Jorion cites operational risk, new risk management techniques and the Basel Accords as key update issues.
First Sentence
Corporations are in the business of managing risks.
Description
Noted author, lecturer and professor Dr. Philippe Jorion has written Value at Risk: The New Benchmark for Controlling Derivatives Risk, the first comprehensive book on value at risk, a system which allows you to gauge financial risks and take proactive steps to control those risks. Through detailed, fascinating case histories, discover how institutions have been burned by their inattention to financial risks, and how you can avoid a similar fate.
Subjects
Topics
Other Editions
- Value At Risk: The New Benchmark for Controlling Derivative Risk
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