- Hardcover: 364 pages
- Publisher: McGraw Hill Higher Education; 2nd International student edition edition
- Language English
- ISBN-10: 0071228314
- ISBN-13: 978-0071228312
- Product Dimensions: 22.2 x 15.6 x 3.2 cm
- Average Customer Review: 4.0 out of 5 stars See all reviews (1 customer review)
- Amazon Bestsellers Rank: 1,289,958 in Books (See Top 100 in Books)
Did you know you can trade in your old books for an Amazon.co.uk Gift Card to spend on the things you want? Plus, get an extra £5 Gift Certificate when you trade in books worth £10 or more before June 30, 2012. Visit the Books Trade-In Store for more details. |
|
There is a newer edition of this item:
|
Product details |
Product Description
Synopsis
To accommodate sweeping global economic changes, the risk management field has evolved substantially since the first edition of "Value at Risk", making this revised edition a must. Updates include a new chapter on liquidity risk, information on the latest risk instruments and the expanded derivatives market, recent developments in Monte Carlo methods, and more. "Value at Risk, Second Edition", will help professional risk managers understand, and operate within, today's dynamic new risk environment.
Tag this product(What's this?)Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organise and find favourite items. |
Sell a Digital Version of This Book in the Kindle Store
If you are a publisher or author and hold the digital rights to a book, you can sell a digital version of it in our Kindle Store.
Learn more
Customer Reviews
Most Helpful Customer Reviews
Read this book as a introduction to VaR. This is the best VaR starter I have read. There will be questions left to further study but not as many as might expected.
Listmania!
Look for similar items by category
Feedback
- Would you like to update product info or give feedback on images?
- I am the Author, and I want to comment on my book.
- I am the Publisher, and I want to comment on this book.
