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

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9780071464956: Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk

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.

  • Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

    L'autore:

    Philippe Jorion is a professor of finance at the University of California, Irvine. Editor in chief of the Journal of Risk, Jorion is a consultant to institutions including PIMCO, the World Bank, AIMR, the Federal Reserve, and the United Nations.

    Sinossi:

    Book by Jorion Philippe

    Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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    Descrizione libro Mcgraw Hill Publishers. Condizione libro: New. Brand New. Codice libro della libreria 0071464956

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    Jorion Philippe, Philippe Jorion
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    Descrizione libro McGraw-Hill Education - Europe, United States, 2006. Hardback. Condizione libro: New. 3rd Revised edition. 226 x 152 mm. Language: English . Brand New Book. 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 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. Codice libro della libreria AA39780071464956

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    Jorion Philippe, Philippe Jorion
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    ISBN 10: 0071464956 ISBN 13: 9780071464956
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    Descrizione libro McGraw-Hill Education - Europe, United States, 2006. Hardback. Condizione libro: New. 3rd Revised edition. 226 x 152 mm. Language: English . Brand New Book. 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 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. Codice libro della libreria AA39780071464956

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    Descrizione libro McGraw-Hill Education, 2006. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria CM-9780071464956

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    Descrizione libro McGraw-Hill Professional 2006-11-01, 2006. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-GRD-00469911

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    Descrizione libro McGraw-Hill Education - Europe, 2006. Condizione libro: New. 2006. 3rd. Hardcover. Shows you how to navigate your way in a dynamic risk environment. This title includes an emphasis on operational risk, discussion of risk-management applications, and changes in definitions of industry standards. Num Pages: 600 pages, Illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 230 x 163 x 43. Weight in Grams: 918. . . . . . . Codice libro della libreria V9780071464956

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    Descrizione libro McGraw-Hill Education - Europe 2006-11-01, 2006. hardback. Condizione libro: New. Codice libro della libreria 9780071464956

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    Descrizione libro McGraw-Hill Education - Europe. Condizione libro: New. 2006. 3rd. Hardcover. Shows you how to navigate your way in a dynamic risk environment. This title includes an emphasis on operational risk, discussion of risk-management applications, and changes in definitions of industry standards. Num Pages: 600 pages, Illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 230 x 163 x 43. Weight in Grams: 918. . . . . . Books ship from the US and Ireland. Codice libro della libreria V9780071464956

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    Descrizione libro 2006. Hardcover. Condizione libro: New. 3rd. 163mm x 46mm x 231mm. Hardcover. 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.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 602 pages. 0.975. Codice libro della libreria 9780071464956

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    Descrizione libro McGraw-Hill Education. Hardcover. Condizione libro: New. 0071464956 Brand New Book. Ships from the United States. 30 Day Satisfaction Guarantee!. Codice libro della libreria 4202398

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