书和浏览器如下链接，共有两个文件

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书是扫描版本，djvu格式，找到不容易，又穷，只好收点费了，

下面是书的介绍：

In 1996, the first edition of Philippe Jorion's Value at Risk gave financial professionals worldwide the first comprehensive description of value at risk (VAR). Now, to keep pace with sweeping changes and advances in the field of risk management, Jorion updates this state-of-the-art reference with new information on: - Latest risk management methods including backtesting, liquidity risk, and stress-testing - Techniques for understanding - and working within - today's new environment of integrated risk management, including market, credit, and operational risk - Strategic application of RAROC methods and VAR investment management systems Value at Risk is required reading for: - Decision makers in financial institutions all over the world. - Asset managers for pension and mutual funds. - All current and potential users of financial derivatives

Contents of Value at RiskMotivation The Need for Risk Management Lessons from Financial Disasters Regulatory Capital Tandards with VAR Lessons from Financial Disasters Regulatory Capital Standards with VAR Building Blocks Measuring Financial Risk Computing Value at Risk Backtesting VAR Models Porfolio Risk: Analytical Methods Forecasting Risks and Correlations Value-At-Risk Systems VAR Methods Sress Testing Implemeneting Delta-Normal VAR Simulation Methods Credit Risk Liquidity Risk Applications of Risk-Management Systems Using VAR to Measure and Control Risk Using VAR for Active Risk Management VAR in Investment Management The Technology of Risk Operational Risk Management Integrated Risk Management The Risk-Management Profession Risk Management: Guidelines and Pitfalls Conclusions 这是第二版，具体有啥不同我也不知道

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[此贴子已经被作者于2005-8-2 1:23:29编辑过]