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Philippe Jorion "Value at Risk: The New Benchmark for Managing Financial Risk"

Posted By: vh
Я тут подумал, а зачем ждать следующие три года. Наступит всем полные Jorion "Value at Risk" сразу же. Опять же достаточно противоречивая книга, но это вы сами должны решать.

Следующая книга будет "Rubinstein on Derivatives".



Philippe Jorion «Value at Risk: The New Benchmark for Managing Financial Risk» | McGraw-Hill; 2 Edition | 2000 | ISBN 0071355022 | DJVU Scan | Size: ca. 6.3 Mb



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.


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