Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk
The definitive guide to Value at Risk methodology, offering practical tools and frameworks for measuring and managing financial risk across institutions and markets.
About This Book
Value at Risk, 3rd Edition presents the benchmark framework for quantifying and managing financial risk in modern institutions.
The book covers core VaR concepts, implementation techniques, and regulatory considerations for risk professionals.
Readers gain practical insight into measuring market, credit, and operational risk using established quantitative methods.
Philippe Jorion delivers an authoritative reference used widely by banks, asset managers, and regulators worldwide.
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