1. Value at risk
Title | Value at risk : the new benchmark for managing financial risk |
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Author info | Philippe Jorion |
Author | Jorion Philippe |
Issue data | Boston : McGraw-Hill , 2007. - 602 s. |
Issue | 3rd ed. , International edition |
ISBN | 978-007-126047-3 |
Document kind | monographs |
Language | English |
Country of Edition | United States of America |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | riziko finančné * riadenie rizík * benchmarking * portfólio * modely ekonometrické * metóda Monte Carlo * riziko úverové |
Database | BOOKS |
Copy count | 2, currently available 2, at library only 0 |
Call number | 844967, 845625 |