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Philippe Jorion

Value at Risk

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ISBN: 0071464956, 9780071464956
Издательство: McGraw-Hill (McGraw-Hill Trade)
Год издания: 2006
Страниц: 600
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