Value at risk : the new benchmark for managing financial risk

Author(s)

• Jorion, Philippe

Bibliographic Information

Value at risk : the new benchmark for managing financial risk

Philippe Jorion

McGraw-Hill, c2001

2nd ed

Note

Bibliography: p. 521-530

Includes index

Details

• NCID: BA50444112
• ISBN:
  • 0071355022
• LCCN: 00033239
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York ; London ; Tokyo
• Pages/Volumes: xxxi, 544 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG6024.3
  • DC20 : 658.15/5
• Subject Headings:
  • LCSH : Financial futures
  • LCSH : Risk management