ABOUT THE BOOK

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    Accession Number

 133

    Title

 Value at risk: new benchmark for managing financial risk

    Author

 Jorion, Philippe

    Publisher

 Tata McGraw Hill Education Pvt Ltd

    ISBN

 978-0-07-070042-0

     Summary

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its third edition, this international best-seller addresses the fundamental changes in the field that have occurred across the globe in recent years. For financial risk managers attempting to navigate this tumultuous, rapidly changing environment, this timely update is necessity. In this extensively revised edition, Philippe Jorion provides financial professionals with the most current information they need to understand and implement VAR – as well as manage newer dimensions of financial risks.