This text focuses on Value At Risk (VAR) as a financial technique to measure risks run by trading and investment operations and provides steps towards implementing a safe risk-management system. It shows the use of VAR to set position limits on traders.
Sprache
Verlagsort
Verlagsgruppe
McGraw-Hill Education - Europe
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Maße
Höhe: 236 mm
Breite: 160 mm
Dicke: 31 mm
Gewicht
ISBN-13
978-0-7863-0848-4 (9780786308484)
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Schweitzer Klassifikation
Philippe Jorion (Irvine, CA) is a professor of finance at the University of California at Irvine. Among his previous books is Financial Risk Management: Domestic and International Dimensions.
