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, c2007

3rd ed

Note

Includes bibliographical references (p. 573-584) and index

Details

• NCID: BA81977378
• ISBN:
  • 9780071464956
• LCCN: 2006015513
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York ; Tokyo
• Pages/Volumes: xvii, 602 p.
• Size: 24 cm
• Classification:
  • LCC : HG6024.3
  • DC22 : 658.15/5
• Subject Headings:
  • LCSH : Financial futures
  • LCSH : Risk management