Value at Risk

Name: Value at Risk
Author: Philippe Jorion
ISBN: 9780786308484

Philippe Jorion

1996332 pagesabout 5–8 hours

1996: first published

1997Irwin Professional Pub. · 332 pages · ENGISBN 9780786308484
2007McGraw-Hill · 602 pages · ENGISBN 9780071464956
2000McGraw-Hill · 544 pages · ENGISBN 9780071355025
2000McGraw Hill Higher Education · 364 pagesISBN 9780071228312

NeutralStandard readLeadership

This third edition has been significantly updated. Jorion cites operational risk, new risk management techniques and the Basel Accords as key update issues.

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