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Home > Financial Information Sources > Risk Management > Value at Risk: The Benchmark for Controlling Market Risk

Financial Information Sources

Value at Risk: The Benchmark for Controlling Market Risk

Philippe Jorion
3rd Edition
Maidenhead, UK: McGraw-Hill, 2006
600pp, ISBN: 978-0-07-146495-6

This book is aimed at helping professional risk managers understand and operate within today’s dynamic new risk environment. This edition updates the original book, which focused on “Value at Risk” as a financial technique to measure risks run by trading and investment operations. New developments include a chapter on liquidity risk, and information on the latest risk instruments and the expanded derivatives market.

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