Value at risk : the new benchmark for controlling derivatives risk / Philippe Jorion
Main Author: | Jorion, Philippe |
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Format: | MONOGRAPHS |
Language: | English |
Published: |
Chicago : Irwin, 1997 |
Subjects: |
Financial futures.
Risk management. |
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Item Description: |
Includes index. |
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Physical Description: |
xx, 332 p. : illus. ; 24 cm. |
ISBN: |
0786308486 |