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Value at Risk: The New Benchmark for Managing Financial Risk
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Автор: Philippe Jorion
Жанр: McGraw-Hill
Издательство: McGraw-Hill
Год: 2006 Количество страниц: 600
Формат:
PDF (30.00 МБ)
Дата загрузки: 22 марта 20092007-06-15
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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
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