Value at Risk: The Benchmark for Controlling Market Risk

Type
Book
Authors
ISBN 10
0071228314 
ISBN 13
9780071228312 
Category
Business Health Check (C-7)  [ Browse Items ]
Publication Year
2000 
Pages
364 
Description
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. - from Amzon 
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