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A collection of some of the most influential papers published in 'The Journal of Risk', selected and introduced by editor-in-chief Philippe Jorion. Presents a leading body of knowledge in quantitative methods to measure the financial risks of complex portfolios.
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Philippe Jorion is Professor of Finance at the Graduate School of Management at the University of California at Irvine, where he is currently Senior Associate Dean. He has taught at UC-Berkeley, Columbia University, Northwestern University, the University of Chicago, and the University of British Columbia. He has done extensive work in the area of financial risk management with derivative instruments, and is known as an expert on the topic of Value at Risk. Philippe has authored more than eighty publications including Financial Risk Management: Domestic and International Dimensions, Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County, Financial Risk Manager Handbook and Value at Risk: The New Benchmark for Managing Financial Risk. In addition, he is on the editorial board of a number of finance journals and is editor-in-chief of the Journal of Risk. Philippe's work has received wide recognition, including the Smith Breeden Prize in 1999 and the Graham and Dodd Scroll Award in 2003. Philippe is a frequent speaker at academic and professional conferences and executive seminars. He holds an MBA and a PhD from the University of Chicago, and a degree in engineering from the Universite Libre de Bruxelles.Review:
"...covers all aspects of 'holistic' financial risk management.. This will become a key resource for all risk management practicioners." -- John S. Martin, Head of Financial Market Advisory, ABN AMRO
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Book Description Risk Books, 2004. Condition: New. book. Seller Inventory # M190433928X
Book Description Risk Books, 2004. Hardcover. Condition: Brand New. 644 pages. 9.45x6.54x1.57 inches. In Stock. Seller Inventory # 190433928X