Value at risk : the new benchmark for controlling market risk

Author(s)

• Jorion, Philippe

Bibliographic Information

Value at risk : the new benchmark for controlling market risk

Philippe Jorion

McGraw-Hill, c1997

Note

Bibliography: p. 319-322

Includes index

Details

• NCID: BA37588344
• ISBN:
  • 0786308486
• LCCN: 96021381
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xx, 332 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG6024.3
  • DC20 : 658.15/5
• Subject Headings:
  • LCSH : Financial futures
  • LCSH : Risk management