Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk

Hotel Resource Book Store 

 Store Home / Books / Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk

Hotel Industry Books 

Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk
by Philippe Jorion
from McGraw-Hill

Customer Reviews:

• Avg. Customer Rating: 5.0 / 5.0

• Marx from Australia
  This is a good book for risk/quantitative analyst in market risk. Lots of information and reference for risk management.

• New, Revised , Updated and Expanded Third Edition
  It is an old axiom that investments with higher risk should pay a higher return. But how do you measure that risk to know what an appropriate return would be? Value at Risk (VAR) is a statistical method used to summarize the worst loss over a target horizon that will not be exceeded with a given level of confidence.
  Over the past 15 or 20 years since VAR began to be used the financial world has changed. This includes changes in the kinds of risk being assumed, the new risk-management techniques have... more info

Similar Products:

Financial Risk Manager Handbook (Wiley Finance) by Philippe Jorion, GARP (Global Association of Risk Professionals) (Paperback) - Usually ships in 24 hours

Options, Futures, and Other Derivatives with Derivagem CD (7th Edition)... by JOHN C HULL (Hardcover) - Usually ships in 24 hours

The Essentials of Risk Management by Michel Crouhy, Dan Galai, Robert Mark, Michel Crouhy,... (Hardcover) - Usually ships in 2 to 3 weeks

The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb (Hardcover) - Usually ships in 24 hours

Financial Risk Management: A Practitioner's Guide to Managing Market and Credit... by Steve L. Allen (Hardcover) - Usually ships in 24 hours