Value at risk: the new benchmark for managing financial risk/

Jorion, Philippe, 1955-

Value at risk: the new benchmark for managing financial risk/ Philippe Jorion. - 2nd. ed. - New York: McGraw-Hill, c2001. - xxxi, 544 p.: ill.; 24 cm.

Includes bibliographical references (p. 521-530) and index.

0071355022

00033239


Financial futures.
Risk management.

658.155 / J82v
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