Value at risk : the new benchmark for managing financial risk

Value at risk : the new benchmark for managing financial risk / Philippe Jorion.

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Bibliographic Details
Main Author: Jorion, Philippe, 1955-
Format: Book
Language:English
Published: New York : McGraw-Hill, [2007], ©2007.
Edition:Third edition.
Subjects:
Financial futures.
Risk management.
Physical Description:xvii, 602 pages : illustrations ; 24 cm
Description
Bibliography:Includes bibliographical references (pages 573-584) and index.
ISBN:9780071464956
0071464956 (hardcover : alk. paper)
Call Number:HG6024.3 .J683 2007