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Value at Risk

Negocios y EconomíaISBN | 9780071355025
Value at Risk
Value at Risk
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Product details

Pages: 544 pages
Publisher: McGraw-Hill Education
ISBN: 9780071355025
Format: tapa dura
Language: en
Release date: 17/8/2000

ISBN: 9780071355025


Synopsis of Value at Risk

Este libro, 'Value at Risk: The New Benchmark for Managing Financial Risk', es una guía esencial para la gestión de riesgos financieros. Escrito por Philippe Jorion, el libro aborda los cambios económicos globales y la evolución en el campo de la gestión de riesgos. Esta edición revisada incluye un nuevo capítulo sobre riesgo de liquidez, información sobre los últimos instrumentos de riesgo y el mercado de derivados expandido, así como los desarrollos recientes en los métodos de Monte Carlo. Dirigido a profesionales de la gestión de riesgos, este libro ayuda a comprender y operar en el dinámico entorno de riesgo actual.



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About the author

Philippe Jorion

Philippe Jorion

Philippe Jorion (1955—2025) was an author, professor and risk manager. He was the author of more than 100 publications on the topic of risk management and international finance, and is credited with pioneering the Value at Risk approach to risk management.

1955–202525 titles published
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