Philippe Jorion: Value at Risk: The New Benchmark for Managing Financial Risk
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Жанр : McGraw-Hill
Издательство : McGraw-Hill
Год издания : 2006
Аннотация:
- More than 30,000 copies sold in two previous editions — Philippe Jorion is a popular and widely respected speaker at conferences around the world and has published more than 50 articles on risk management and international finance — Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks integrated throughout the book — Short questions and exercises now included at the end of each chapter; this added pedagogy promises to increase the book's academic appeal