Value at Risk, 3rd Ed. https://www.mheducation.com/cover-images/Jpeg_250-high/0071464956.jpeg?404URL=https://shop.mheducation.com/mhshopweb/images/no_cover_140.png

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About the Author

Philippe Jorion

Philippe Jorion (Irvine, CA) is a professor of finance at the University of California at Irvine. Among his previous books is Financial Risk Management: Domestic and International Dimensions.