Value at risk : the new benchmark for controlling market risk

Value at risk : the new benchmark for controlling market risk

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Bibliographic Details
Main Author : Jorion Philippe (Auteur)
Format : Book
Language : anglais
Title statement : Value at risk : the new benchmark for controlling market risk / Philippe Jorion
Published : Chicago : Irwin Professional Pub , cop. 1997
Physical Description : xx, 332 p
Subjects :
Marchés à terme d'instruments financiers
Gestion du risque
Mathématiques financières
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