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Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition Hardcover – November 9, 2006
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About the Author
Philippe Jorion is a professor of finance at the University of California, Irvine. Editor in chief of the Journal of Risk, Jorion is a consultant to institutions including PIMCO, the World Bank, AIMR, the Federal Reserve, and the United Nations.
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Top customer reviews
Great book; great class.
And the text retains a high residual value, so selling after using is not a bad idea for those not keen on keeping it in their permanent library.