Value At Risk: The New Benchmark for Controlling Derivative Risk

Rating:
Summary: Best intro to VAR
Review: Cannot think of any other book that gives you the basics and beyond of VAR. As an MBA student I liked most the practical examples. Mathematical stuff is kept to a minimum, even though it can be sometimes quite demanding. Jorion is one of the laeding academics on VAR. He "defends" the properties of VAR very well after some criticism on VAR (see Nassim Taleb's web page).

Rating:
Summary: A Great Introduction to VaR
Review: Dr. Jorion's book formally introduced the concept of VaR to me several years ago. It's written so that a novice in risk management can understand the concepts with ease.

A great book.

Rating:
Summary: An excellent introduction to VaR
Review: This provides an excellent overview and introduction to VaR and issues surrounding it. A must read for any body involved with financial risk management.