Value at Risk: The New Benchmark for Managing Financial Risk

- More than 30,000 copies sold in two previous editions — Philippe Jorion is a popular and widely respected speaker at conferences around the world and has published more than 50 articles on risk management and international finance — Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks integrated throughout the book — Short questions and exercises now included at the end of each chapter; this added pedagogy promises to increase the book's academic appeal