Value at Risk

Value at Risk

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.

Auteur | Philippe Jorion
Taal | Engels
Type | Hardcover
Categorie | Economie & Financiƫn

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