Value at Risk, 3rd Ed. and millions of other books are available for Amazon Kindle. FREE Shipping on eligible orders. . Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage. Editorial Reviews. About the Author. Philippe Jorion is a professor of finance at the University of $ Read with Our Free App; Hardcover $ 57 Used from . Measuring Market Risk (The Wiley Finance Series Book ) ยท Kevin Dowd. () Book ReviewNo Access. Book Review: “Value at Risk”, Philippe Jorion. Thomas S. Y. Ho. Thomas S. Y. Ho Free first page. The McGraw-Hill.

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Description 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.

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Value at Risk, 3rd Ed. : Philippe Jorion :

Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capitalApplications of VAR to risk budgeting in investment managementDiscussion of new risk-management techniques, including extreme value theory, principal components, and copulasExtensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book A major new feature of boko 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. 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.


Value at Risk, 3rd Ed.

He outlines the use of VAR to measure and control risk for trading, for investment management, and for philip;e 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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The Investopedia Guide to Wall Speak: Jorioh Six Sigma Way: Social Entrepreneurship for the 21st Century: Among his previous books is Financial Risk Management: Domestic and International Dimensions. Book ratings by Goodreads. Goodreads is the world’s largest site for readers with over 50 million reviews. We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book.