Author: Philip Jorion (USA)
Publisher:
Publish Date: 2005-03-01
Features: The newly revised and expanded version of Philip Jorion's latest work on financial risk management. This book has been a resounding success. Its greatest strength lies in its exceptionally clear and in-depth explanation of complex issues. I highly recommend this book to financial professionals and regulators. With simple language and through detailed, engaging case studies, the book reveals the root causes of financial disasters and the lessons and insights learned from them. It is a book worth reading.
Value at Risk (VaR): A New Standard in Financial Risk Management (Second Edition)
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