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Value at Risk: The Benchmark for Controlling Market Risk Philippe Jorion 2 Revised edition
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Value at Risk: The Benchmark for Controlling Market Risk
Philippe Jorion
Includes a chapter on liquidity risk, information on the risk instruments and the expanded derivatives market, developments in Monte Carlo methods, and more. This title aims to help professional risk managers understand, and operate within, dynamic risk environment.
544 pages, 60 illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2000. gada 17. augusts |
| ISBN13 | 9780071355025 |
| Izdevēji | McGraw-Hill Education - Europe |
| Lapas | 544 |
| Izmēri | 152 × 228 × 50 mm · 1,02 kg |