Books by Philippe Jorion

PHILIPPE JORION is Professor of Finance at the Graduate School of Management at the University of California at Irvine. He holds an MBA and a PhD from the University of Chicago and a degree in engineering from the University of Brussels. Jorion is Editor of the Journal of Risk and is on the editorial board of a number of other financial journals. In 1999, he won the Smith Breeden Prize and the William F. Sharpe Award for Scholarship in Financial Research. He has written Financial Risk Management: Domestic and International Dimensions, Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County, and Value at Risk: The New Benchmark for Managing Financial Risk.