Philippe Jorion's The Value at Risk Fieldbook constitutes the implementation manual -- and the perfect companion -- to his celebrated Value at Risk. Featuring up-to-date risk measurement styles, key methods and instruments for follow-through, and a review of recent value at risk systems -- along with a value-added CD-ROM for easily-accessed spreadsheets and data -- it gives risk managers a hands-on field guide to the latest risk instruments and re-establishes Jorion as today's number one value at risk authority.
- ISBN10 0071355030
- ISBN13 9780071355032
- Publish Date 1 November 2000
- Publish Status Cancelled
- Out of Print 5 April 2008
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint McGraw-Hill Inc.,US
- Pages 288
- Language English