Value at Risk : Jorion Philippe : 9. 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. Jorion leaves no stone unturned, addressing the building blocks of VAR from computing and backtesting models to forecasting risk and correlations. Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk - Kindle edition by Philippe Jorion. Download it once and read it on your Kindle device, PC. Value at Risk: The New Benchmark for Managing Financial Risk Philippe Jorion. This particular Value At Risk Philippe Jorion PDF start with Introduction, Brief Session till the Index/Glossary page. 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. Against Value-at-Risk: Nassim Taleb Replies to Philippe Jorion. Philippe Jorion is perhaps the most credible member of the pro-VAR camp. Value at Risk: The New Benchmark for Managing Financial Risk by Philippe Jorion and a great selection of similar Used, New and Collectible Books available now at. The writers of Value At Risk Philippe Jorion have made all reasonable attempts to offer latest and precise information and facts for the readers of this publication. Philippe Jorion is an author, professor and risk manager. He is the author of more than 100 publications on the topic of risk management and international finance. Philippe Jorion is Professor of Finance at The Paul Merage School of Business at the University of California at Irvine. Philippe Jorion is the author o. Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses. Value at Risk. Value at Risk. In response to billion- dollar losses (Orange County. Barings, Daiwa, Metallgesellschaft..). Value at Risk (VAR).
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