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- Product code: 147877
- ISBN: 0071464956,
ISBN13: 9780071464956,
600 pages, hardback
Published by McGraw-Hill Professional on 2006
, 3rd Revised edition Rate this book...
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Description of Value at Risk |
Learn how to navigate your way in a dynamic risk environment. "Value at Risk" includes an increased emphasis on operational risk, discussion of new risk-management applications, recent changes in definitions of industry standards, and more.
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About Jorion Philippe and Philippe Jorion |
Philippe Jorion is a professor of finance at the University of California, Irvine. Editor in chief of the Journal of Risk, Jorion is a consultant to institutions including PIMCO, the World Bank, AIMR, the Federal Reserve, and the United Nations.
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