Value at risk : the new benchmark for controlling market risk

著者

• Jorion, Philippe

書誌事項

Value at risk : the new benchmark for controlling market risk

Philippe Jorion

McGraw-Hill, c1997

注記

Bibliography: p. 319-322

Includes index

内容説明・目次

内容説明

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA37588344
• ISBN:
  • 0786308486
• LCCN: 96021381
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xx, 332 p.
• 大きさ: 24 cm
• 分類:
  • NDC9 : 338.1
  • LCC : HG6024.3
  • DC20 : 658.15/5
• 件名:
  • LCSH : Financial futures
  • LCSH : Risk management