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Value at Risk: New Benchmark for Controlling Derivatives Risk
 
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Value at Risk: New Benchmark for Controlling Derivatives Risk (Hardcover)

by Philippe Jorion (Author)
4.5 out of 5 stars  See all reviews (4 customer reviews)

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Product details

  • Hardcover: 332 pages
  • Publisher: Irwin Professional Publishing (Jul 1996)
  • Language English
  • ISBN-10: 0786308486
  • ISBN-13: 978-0786308484
  • Product Dimensions: 22.9 x 15 x 3.3 cm
  • Average Customer Review: 4.5 out of 5 stars  See all reviews (4 customer reviews)
  • Amazon.co.uk Sales Rank: 778,081 in Books (See Bestsellers in Books)

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Product Description

Product Description

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.

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Customer Reviews

4 Reviews
5 star:
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Average Customer Review
4.5 out of 5 stars (4 customer reviews)
 
 
 
 
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Most Helpful Customer Reviews

 
0 of 1 people found the following review helpful:
4.0 out of 5 stars An excellent introduction to VaR, 30 Jun 1999
By A Customer
This provides an excellent overview and introduction to VaR and issues surrounding it. A must read for any body involved with financial risk management.
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0 of 1 people found the following review helpful:
5.0 out of 5 stars Outstanding and practical, 30 Mar 1999
By A Customer
Jorian clearly has practiced before he began to preach. I found his work to be essential in designing and implementing a var methodology for the electricity forward market. The examples he gives of the failures to measure and control risk are illuminating and entertaining. I have recommended the book to others and they have agreed that the book is excellent.
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5.0 out of 5 stars Very useful book, 12 Sep 1998
By A Customer
I am equity trader and I find this book very useful in terms of market risk management
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Most Recent Customer Reviews

4.0 out of 5 stars A must read for all institutional or fund managers!
As a professional trader and fund manager of over $100 million in assets, I find the book very informative and in depth and at the same time easy to understand. Read more
Published on 31 Jul 1998

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