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Value at Risk: The Benchmark for Controlling Market Risk by Philippe Jorion β€” book cover

Value at Risk: The Benchmark for Controlling Market Risk

by Philippe Jorion
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Synopsis

Includes a chapter on liquidity risk, information on the risk instruments and the expanded derivatives market, developments in Monte Carlo methods, and more. This book helps professional risk managers understand, and operate within, dynamic risk environment.

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Book Details

Published
September 1, 2000
Publisher
McGraw Hill Higher Education
Pages
544
ISBN
9780071228312

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