Value at Risk
By Philippe Jorion
"This book has become an industry standard for value at risk."
Leslie Rahl, president, CMRA
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.
Risk Management
The State of the Art
Edited by Stephen Figlewski and Richard M. Levich
Contributions by Leslie Rahl
The articles in this volume examine the "State of the Art" in risk management from the standpoint of academic researchers, market analysts and practitioners, and government observers with
Risk Management: Where Are We Heading? Where Have We Been?
More Books
