Value at Risk by Philippe Jorion (1996, Hardcover) 
Value at Risk by Philippe Jorion (1996, Hardcover)

 
Value at Risk by Philippe Jorion (1996, Hardcover)

Publisher: Irwin Professional Pub
Publication Date: 1996-08-01
Language: English
Format: Hardcover
ISBN-10: 0786308486
ISBN-13: 9780786308484
Product ID: EPID326407
Description: This title explains how to use VAR (Value At Risk) as the cornerstone for managing financial risk. It includes derivatives, and can provide financial professionals with all of the information they need to understand and implement this co...
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Synopsis
This title explains how to use VAR (Value At Risk) as the cornerstone for managing financial risk. It includes derivatives, and can provide financial professionals with all of the information they need to understand and implement this concept.

Details
Publication Date:1996-08-01

Size
Length:332 pages
Height:9.3 in
Width:6.3 in
Thickness:1.2 in
Weight:23.2 oz

Publisher's Note
Do you take the chance of creating and amplifying risk when you are simply attempting to understand and control risk? In Phillippe Jorion's Value at Risk, learn the specifics of the value-at-risk system, the risk management program that today's leading banks and financial firms use to calculate and track financial risk. Value at Risk is the first book to thoroughly explain this increasingly influential system, which allows you to gauge financial risks and take proactive steps to control those risks.

The first book to tackle the important problem of controlling derivatives risks, Value at Risk explains how to use VAR as the cornerstaone for managing financial risk, including derivatives, and can provide financial professionals with all the information they need to understand and implement this exciting new concept.

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