Value at risk : the new benchmark for controlling market risk / Philippe Jorion.

Author/creator Jorion, Philippe, 1955-
Format Book
Publication InfoChicago : Irwin Professional Pub., ©1997.
Descriptionxx, 332 pages : illustrations ; 24 cm
Subjects

Bibliography noteIncludes bibliographical references (p. 319-322) and index.
LCCN 96021381
ISBN0786308486