1. Value at risk
| Title | Value at risk : the new benchmark for managing financial risk |
|---|---|
| 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 |