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Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk Hardcover – 16 Nov 2006

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Product details

  • Hardcover: 600 pages
  • Publisher: McGraw-Hill Education; 3 edition (16 Nov. 2006)
  • Language: English
  • ISBN-10: 0070700427
  • ISBN-13: 978-0071464956
  • ASIN: 0071464956
  • Product Dimensions: 16.5 x 4.6 x 23.4 cm
  • Average Customer Review: 5.0 out of 5 stars 2 customer reviews
  • Amazon Bestsellers Rank: 570,739 in Books (See Top 100 in Books)
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Product description

Review

An up-to-date, complete overview. Recommended as a textbook on risk management courses or as an overview of Value at Risk
-- Financial Markets and Portfolio Management, July 2007

About the Author

Philippe Jorion is a professor of finance at the University of California, Irvine. Editor in chief of the Journal of Risk, Jorion is a consultant to institutions including PIMCO, the World Bank, AIMR, the Federal Reserve, and the United Nations.



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on 30 August 2008
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