Description
| Product ID: | 9780071464956 |
| Product Form: | Hardback |
| Country of Manufacture: | US |
| Title: | Value at Risk, 3rd Ed. |
| Authors: | Author: Philippe Jorion |
| Page Count: | 624 |
| Subjects: | Budgeting and financial management, Budgeting & financial management |
| Description: | Select Guide Rating 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. 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: 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. |
| Imprint Name: | McGraw-Hill Professional |
| Publisher Name: | McGraw-Hill Education - Europe |
| Country of Publication: | GB |
| Publishing Date: | 2006-11-16 |
