Value at Risk, 3rd Ed. : The New Benchmark for Managing Financial Risk: The New Benchmark for Managing Financial Risk

The New Benchmark for Managing Financial Risk

Business & Finance, Finance & Investing, Finance, Investments & Securities, Industries & Professions, Industries
Cover of the book Value at Risk, 3rd Ed. : The New Benchmark for Managing Financial Risk: The New Benchmark for Managing Financial Risk by Philippe Jorion, McGraw-Hill Education
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Philippe Jorion ISBN: 9780071736923
Publisher: McGraw-Hill Education Publication: October 19, 2006
Imprint: McGraw-Hill Education Language: English
Author: Philippe Jorion
ISBN: 9780071736923
Publisher: McGraw-Hill Education
Publication: October 19, 2006
Imprint: McGraw-Hill Education
Language: English

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include:

An increased emphasis on operational risk

Using VAR for integrated risk management and to measure economic capital

Applications of VAR to risk budgeting in investment management

Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas

Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book

A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students.

Jorion leaves no stone unturned, addressing the building blocks of VAR from computing and backtesting models to forecasting risk and correlations. He outlines the use of VAR to measure and control risk for trading, for investment management, and for enterprise-wide risk management. He also points out key pitfalls to watch out for in risk-management systems.

The value-at-risk approach continues to improve worldwide standards for managing numerous types of risk. Now more than ever, professionals can depend on Value at Risk for comprehensive, authoritative counsel on VAR, its application, and its results-and to keep ahead of the curve.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include:

An increased emphasis on operational risk

Using VAR for integrated risk management and to measure economic capital

Applications of VAR to risk budgeting in investment management

Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas

Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book

A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students.

Jorion leaves no stone unturned, addressing the building blocks of VAR from computing and backtesting models to forecasting risk and correlations. He outlines the use of VAR to measure and control risk for trading, for investment management, and for enterprise-wide risk management. He also points out key pitfalls to watch out for in risk-management systems.

The value-at-risk approach continues to improve worldwide standards for managing numerous types of risk. Now more than ever, professionals can depend on Value at Risk for comprehensive, authoritative counsel on VAR, its application, and its results-and to keep ahead of the curve.

More books from McGraw-Hill Education

Cover of the book Likeable Social Media, Revised and Expanded: How to Delight Your Customers, Create an Irresistible Brand, and Be Amazing on Facebook, Twitter, LinkedIn, by Philippe Jorion
Cover of the book Standard Handbook of Video and Television Engineering by Philippe Jorion
Cover of the book 5 Steps to a 5: 500 AP Human Geography Questions to Know by Test Day, Second Edition by Philippe Jorion
Cover of the book Boat Mechanical Systems Handbook : How to Design, Install, and Recognize Proper Systems in Boats: How to Design, Install, and Recognize Proper Systems in Boats by Philippe Jorion
Cover of the book Achieving Competencies For Nursing Practice: A Handbook For Student Nurses by Philippe Jorion
Cover of the book Color Atlas and Synopsis: Gastrointestinal Pathology by Philippe Jorion
Cover of the book Perfect Phrases for Project Management: Hundreds of Ready-to-Use Phrases for Delivering Results on Time and Under Budget by Philippe Jorion
Cover of the book The Paramedic'S Guide To Research: An Introduction by Philippe Jorion
Cover of the book Managing Your Manager: How to Get Ahead with Any Type of Boss by Philippe Jorion
Cover of the book Fibonacci Trading, Chapter 8 - The Two-Step Pattern Setup by Philippe Jorion
Cover of the book Optical Waveguide Modes: Polarization, Coupling and Symmetry by Philippe Jorion
Cover of the book Pocket Journal Club: Essential Articles in General Surgery by Philippe Jorion
Cover of the book Social Research by Philippe Jorion
Cover of the book Real Estate Tax Secrets of the Rich by Philippe Jorion
Cover of the book Beginning Teaching, Beginning Learning: In Early Years And Primary Education by Philippe Jorion
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy