Financial Risk Manager | Jorion’s book

Jorion’s book

Posted: 13 April 2009 08:20 PM

[ Ignore ]

Sr. Member

Total Posts: 110

Joined 2007-10-07

Hi david..

I find there are two books by Jorion found in prescribed readings.

1.Vale at risk 3rd edition

2.Value at risk: Thw New Benchmark….....

which is the one we should possess. Are the two same?

Thanks
venkat

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Posted: 14 April 2009 07:30 AM

[ Ignore ] [ # 1 ]

Administrator

Total Posts: 3350

Joined 2006-09-24

Hi venkat,

Yes, the two are the same in the assigned readings. However, there are two different “Jorion texts”:

1. Jorion’s: Value-at-risk : The New Benchmark…, 3rd Edition. See http://www.bionicturtle.com/learn/article/value_at_risk_3rd_edition_book_review/
This is an essential text in FRM. Many chapters are assigned.

2. Jorion’s FRM Handbook 4th Edition (current) and 5th Edition (to be published)
This is an optional text.

David

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