Measuring Market Risk with Value at Risk （英文PDF原版）

作者是普华永道合伙人Pietro Penza与圣约翰大学教授Vipul Bansal。
原版的ISBN号为9780471393139。Wiley在2000出版，共320页。Amazon的链接：http://www.amazon.com/Measuring-Market-Value-Financial-Engineering/dp/0471393134/ref=sr_1_1?ie=UTF8&s=books&qid=1256389237&sr=1-1#noop 简介如下：This book is a detailed and meticulous presentation of the calculations involved in Value at Risk (VaR) measurement. According to authors Pietro Penza and Vipul K. Bansal, Value at Risk is one of the most popular approaches to measuring the risk of harm to financial portfolios. It is a valuable institutional tool. Be aware, though, the book’s message and how-to assistance will seem generally irrelevant to individual investors, except for a handful of extremely high net worth individuals at the top of the Forbes 400. Its calculations are beyond the ken of most non-mathematicians, but they will intrigue the right audience. getAbstract.com finds this book to be a useful addition to the libraries of professional investors, bankers or risk managers, particularly those with highly developed analytical skills and a certain degree of comfort with financial engineering. Some other financial managers and lay readers will find useful information here, though they may need to walk on tiptoes through those sections of the content that are over their heads.封面请见下面的附件。 先谢了！

哪位大虾有pdf？能不能分享一下嘛~~三克油~~

thanks for sharing

怎么没看到啊