Value at Risk - 2nd International Student Edition

About the author

PHILIPPE JORION is Professor of Finance at the Graduate School of Management at the University of California at Irvine. He holds an MBA and a PhD from the University of Chicago and a degree in engineering from the University of Brussels. Dr. Jorion has authored more than seventy publications-directed towards academics and practitioners-on the topic of risk management and international finance. He is Editor of the Journal of Risk and is on the editorial board of a number of other financial journals. He has won the Smith Breeden Prize for research and the William F. Sharpe Award for Scholarship in Financial Research. He has written the first edition of Financial Risk Manager Handbook as well as Financial Risk Management: Domestic and International Dimensions, Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County, and Value at Risk: The New Benchmark for Managing Financial Risk.

Product details

• Authors: Philippe Jorion, Phillipe Jorion
• Publisher: McGraw Hill Trade
• Languages: English
• Product format: Hardback
• Released: 01.09.2000
• EAN: 9780071228312
• ISBN: 978-0-07-122831-2
• Dimensions: 151 mm x 226 mm x 27 mm
• Subjects: Social sciences, law, business > Business; Management, Buchhaltung, Finanzbuchhaltung