Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion; Philippe Jorion; 2000
Begagnad
Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion; Philippe Jorion; 2000
Begagnad

Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe JorionUpplaga 2

av Philippe Jorion

  • Upplaga: 2a upplagan
  • Utgiven: 2000
  • ISBN: 9780071228312
  • Sidor: 544 st
  • Förlag: McGraw-Hill
  • Format: Häftad
  • Språk: Engelska

Om boken

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 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.

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Mer om Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion (2000)

2000 släpptes boken Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion skriven av Philippe Jorion. Det är den 2a upplagan av kursboken. Den är skriven på engelska och består av 544 sidor. Förlaget bakom boken är McGraw-Hill som har sitt säte i New york.

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Harvard

Jorion, P. (2000). Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion. 2:a uppl. McGraw-Hill.

Oxford

Jorion, Philippe, Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion, 2 uppl. (McGraw-Hill, 2000).

APA

Jorion, P. (2000). Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion (2:a uppl.). McGraw-Hill.

Vancouver

Jorion P. Value at Risk: The New Benchmark for Managing Financial RiskMacGraw-Hill international editions: Finance seriesMcGraw-Hill finance seriesValue at Risk: The New Benchmark for Managing Financial Risk, Philippe Jorion. 2:a uppl. McGraw-Hill; 2000.

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