Value at risk : the new benchmark for managing financial risk /

Jorion, Philippe

Value at risk : the new benchmark for managing financial risk / Philippe Jorion. - 2nd. ed. - New York : McGraw-Hill, c2001. - xxxi, 544 p. : ill. ; 24 cm.

Includes index.

Includes bibliographical references.

0071228314 (pbk.)


Financial futures.
Risk management.