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Value at Risk

Название: Value at Risk

Автор:

Серия:

Год выпуска:2006

ISBN: 0071464956

Издатель: McGraw-Hill

Страниц: 600

Описание:
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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