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Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition
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Located in: Spring, Texas, United States
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eBay item number:389126746133
Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- ISBN
- 9780071464956
About this product
Product Identifiers
Publisher
Mcgraw-Hill Education
ISBN-10
0071464956
ISBN-13
9780071464956
eBay Product ID (ePID)
48684507
Product Key Features
Number of Pages
624 Pages
Language
English
Publication Name
Value at Risk, 3rd Ed : the New Benchmark for Managing Financial Risk
Publication Year
2006
Subject
Investments & Securities / Futures, Decision-Making & Problem Solving, Industries / Financial Services, Investments & Securities / General
Features
Revised
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
1.4 in
Item Weight
35.2 Oz
Item Length
9.2 in
Item Width
6.6 in
Additional Product Features
Edition Number
3
Intended Audience
Scholarly & Professional
LCCN
2006-015513
Dewey Edition
21
Illustrated
Yes
Dewey Decimal
658.152
Edition Description
Revised edition
Table Of Content
Preface Acknowledgments Part I. MOTIVATION 1. The Need for Risk Management 2. Lessons from Financial Disasters 3. VAR-Based Regulatory Capital Part II. BUILDING BLOCKS 4. Tools for Measuring Risk 5. Computing VAR 6. Backtesting VAR 7. Portfolio Risk: Analytical Methods 8. Multivariate Models 9. Forecasting Risk and Correlations Part III. VALUE-AT-RISK SYSTEMS 10. VAR Methods 11. VAR Mapping 12. Monte Carlo Methods 13. Liquidity Risk 14. Stress Testing Part IV. APPLICATIONS OF RISK MANAGEMENT SYSTEMS 15. Using VAR to Measure and Control Risk 16. Using VAR for Active Risk Management 17. VAR and Risk Budgeting in Investment Management Part V. EXTENSIONS OF RISK MANAGEMENT SYSTEMS 18. Credit Risk Management 19. Operational Risk Management 20. Integrated Risk Management Part VI. THE RISK MANAGEMENT PROFESSION 21. Risk Management Guidelines and Pitfalls 22. Conclusions References Index
Synopsis
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., 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 bookA 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, professionalscan depend on Value at Risk for comprehensive, authoritative counsel on VAR, its application, and its results-and to keep ahead of the curve.
LC Classification Number
HG6024.3.J683 2006
Item description from the seller
Seller feedback (8,643)
- l***e (714)- Feedback left by buyer.Past 6 monthsVerified purchaseBook in New condition as described, wich is surprising as it is a paperback mailed in a flimsy bag. But fair price and very fast shipping. Thank you.
- o***s (1469)- Feedback left by buyer.Past 6 monthsVerified purchaseItem as described, safe packing, quick shipping. Book was a great find and good value. Recommended seller, would purchase from again - thanks A+!!Erica Wilson's Needlepoint: Adapted from Objects in the Collections at the Met.. (#157186643110)
- t***c (4201)- Feedback left by buyer.Past 6 monthsVerified purchaseItem arrived as advertised. Excellent packaging. Timely shipping and great value!… A+++ Seller!Four Reigns (#156969168821)
Seller feedback (8,643)
- l***e (714)- Feedback left by buyer.Past 6 monthsVerified purchaseBook in New condition as described, wich is surprising as it is a paperback mailed in a flimsy bag. But fair price and very fast shipping. Thank you.
- o***s (1469)- Feedback left by buyer.Past 6 monthsVerified purchaseItem as described, safe packing, quick shipping. Book was a great find and good value. Recommended seller, would purchase from again - thanks A+!!Erica Wilson's Needlepoint: Adapted from Objects in the Collections at the Met.. (#157186643110)
- t***c (4201)- Feedback left by buyer.Past 6 monthsVerified purchaseItem arrived as advertised. Excellent packaging. Timely shipping and great value!… A+++ Seller!Four Reigns (#156969168821)