Value at Risk: The New Benchmark for Managing Financial Risk

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Philippe Jorion 978-0071464956 McGraw-Hill, 2006

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A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students.

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