Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk, by Jorion, Philippe
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- ISBN: 9780071464956 | 0071464956
- Cover: Hardcover
- Copyright: 11/9/2006
Thoroughly revised and updated with new information and critical analysis, Philippe Jorion's classic Value at Risk remains the industry leader in risk management. The third edition features an increased emphasis on operational risk, coverage of new risk management techniques and the recently finalized Basel Accords, applications of VAR to risk budgeting and integrated risk management, new end-of-chapter exercises, and much more. Book jacket.