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

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