Value at risk : the new benchmark for controlling market risk / Philippe Jorion.
Value at risk : the new benchmark for controlling market risk / Philippe Jorion.
Value at risk : the new benchmark for controlling market risk / Philippe Jorion.
About this item
Full title
Author / Creator
Publisher
Chicago : Irwin Professional Pub., c1997.
Call Numbers
N658.155/34
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
xx, 332 p. : ill. ; 24 cm.
Contents
Pt. 1. Motivation. Ch. 1. The Need for Risk Management. Ch. 2. Lessons from Financial Disasters. Ch. 3. Banking Regulatory Initiatives for VAR -- Pt. 2. Building Blocks. Ch. 4. Sources of Financial Risk. Ch. 5. Measuring Value At Risk. Ch. 6. Fixed-Income Toolkit. Ch. 7. Derivatives. Ch. 8. Portfoli...
Publication information
Publisher
Chicago : Irwin Professional Pub., c1997.
Place of Publication
Illinois
Date Published
c1997.
Subjects
More information
Scope and Contents
Summary
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 institut...
Alternative Titles
Full title
Value at risk : the new benchmark for controlling market risk / Philippe Jorion.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Includes bibliographical references (p. 319-322) and index.
Contextual Information
Date Copyright
c1997.
Identifiers
Primary Identifiers
Call Numbers
N658.155/34
Record Identifier
74VvZDp5mqkA
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvZDp5mqkA
Other Identifiers
ISBN
0786308486
9780786308484
DDC
658.155
MMS ID
991004500339702626
