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Value At Risk: The New Benchmark for Managing Financial Risk
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Value At Risk: The New Benchmark for Managing Financial Risk

3.84  ·  Rating details ·  104 ratings  ·  1 review
Hardcover, Third Edition, 602 pages
Published 2007 by McGraw Hill (first published 1996)
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3.84  · 
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 ·  104 ratings  ·  1 review


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Richard
May 01, 2009 rated it really liked it
Even if the VaR method, strictly speaking, isn't the best means of measuring "risk", the way this book develops the idea and places it in context is quite good.
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Philippe Jorion is Professor of Finance at The Paul Merage School of Business at the University of California at Irvine.