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, today's dynamic new risk environment.
- ISBN13 9780071228312
- Publish Date 16 September 2000 (first published 7 September 2000)
- Publish Status Out of Print
- Out of Print 29 May 2009
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint McGraw Hill Higher Education
- Edition 2nd edition
- Format Paperback
- Pages 364
- Language English