Value at Risk, 3rd Ed.
The New Benchmark for Managing Financial Risk
Philippe Jorion
The book provides a comprehensive examination of the Value at Risk (VaR) concept, a widely used risk management tool for quantifying financial risk, discussing its application, strengths, and weaknesses. It covers the latest tools for measuring, managing, and mitigating financial risk, including advanced models and techniques, with real-world examples and case studies.
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