Professor of Finance
The Paul Merage School of Business
University of California at Irvine
Irvine, CA 92697-3125
Phone: (949) 824-5245 Fax: (949) 824-8469
E-mail: pjorion AT uci DOT edu
Please feel free to send me comments or suggestions.
Be forewarned that I may not be able to answer you,
but assured that I will read what you send.
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including your position and
the name of your company or university.)
Professor Jorion has been named Chancellor's Professor.
This title is used to recognize
"scholars who have demonstrated unusual academic merit and whose
continued promise for scholarly achievement makes them of exceptional
value to the university."
The third edition of the Value at Risk book is in print.
Published by McGrawHill in 2006,
this is the best-selling book on risk management.
It has been called "an industry standard for VAR."
For more details, see
VAR book.
The fourth edition of the Financial Risk Manager (FRM) Handboook
is in print (June 2007).
Published by Wiley, the Handbook is the standard manual for GARP.
For more details, see
books.
Professor Jorion has published an
article
on risk management in the Financial Times
(September 20, 2005).
Check out the cartoon.
See also
FT's Mastering Risk.
Check the citation count at
Google-scholar.
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since July 31st, 2000 12:00 PST
© 2008 Philippe Jorion
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