20%OFF
Stock image for illustration purposes only - book cover, edition or condition may vary.
Value at Risk, 3rd Ed.
Philippe Jorion
€ 112.76
€ 90.28
FREE Delivery in Ireland
Description for Value at Risk, 3rd Ed.
Hardback. Shows you how to navigate your way in a dynamic risk environment. This title includes an emphasis on operational risk, discussion of risk-management applications, and changes in definitions of industry standards. Num Pages: 600 pages, Illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 230 x 163 x 43. Weight in Grams: 918.
Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capitalApplications of VAR to risk budgeting in investment managementDiscussion of new risk-management techniques, including extreme value theory, principal ... Read more
Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capitalApplications of VAR to risk budgeting in investment managementDiscussion of new risk-management techniques, including extreme value theory, principal ... Read more
Product Details
Publisher
McGraw-Hill Education - Europe United States
Number of pages
600
Format
Hardback
Publication date
2006
Condition
New
Number of Pages
624
Place of Publication
, United States
ISBN
9780071464956
SKU
V9780071464956
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-2
About Philippe Jorion
Philippe Jorion (Irvine, CA) is a professor of finance at the University of California at Irvine. Among his previous books is Financial Risk Management: Domestic and International Dimensions.
Reviews for Value at Risk, 3rd Ed.