📗 Libro en inglés VALUE AT RISK: THE BENCHMARK FOR CONTROLLING MARKET RISK (2ND ED. )

To accommodate sweeping global economic changes, the risk management field has evolved substantially since the first edition of Value at Risk, making this revised edition a must. Updates include a new chapter on liquidity risk, information on the latest risk instruments and the expanded derivatives market, recent developments in Monte Carlo methods, and more. Value at Risk, Second Edition, will help professional risk managers understand, and operate within, todays dynamic new risk environment.