Value At Risk: The New Benchmark for Controlling Derivative Risk - Philippe Jorion - Books - McGraw-Hill Education - Europe - 9780786308484 - August 1, 1996
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Value At Risk: The New Benchmark for Controlling Derivative Risk Ed edition


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This text focuses on Value At Risk (VAR) as a financial technique to measure risks run by trading and investment operations and provides steps towards implementing a safe risk-management system. It shows the use of VAR to set position limits on traders.


332 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 1, 1996
ISBN13 9780786308484
Publishers McGraw-Hill Education - Europe
Pages 332
Dimensions 160 × 236 × 31 mm   ·   635 g

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