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Value at RiskPhilippe Jorion

Value at Risk

Philippe Jorion
1996454 pages
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4 editions

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This third edition has been significantly updated. Jorion cites operational risk, new risk management techniques and the Basel Accords as key update issues.

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Editions

4 editions
  • Hardcover · English · 2000
    McGraw-Hill · 544 pages · 9780071355025
  • Hardcover · English · 2000
    McGraw Hill Higher Education · 364 pages · 9780071228312
  • Other · English · 2007
    McGraw-Hill · 602 pages · 9780071464956
  • Other · English · 1997
    Irwin Professional Pub. · 332 pages · 9780786308484
Risk managementFinancial futuresDerivative securitiesMarchés à terme d'instruments financiersGestion du risqueKreditmarktRisikomanagementRisikokapital