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Value at Risk: The New Benchmark for Managing Financial Risk Philippe Jorion

Value at Risk: The New Benchmark for Managing Financial Risk von Philippe Jorion

Value at Risk: The New Benchmark for Managing Financial Risk Philippe Jorion

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Zusammenfassung

Includes a chapter on liquidity risk, information on the risk instruments and the expanded derivatives market, developments in Monte Carlo methods, and more. This book helps professional risk managers understand, and operate within, dynamic risk environment.

Value at Risk: The New Benchmark for Managing Financial Risk Zusammenfassung

Value at Risk: The New Benchmark for Managing Financial Risk Philippe Jorion

To accommodate sweeping global economic changes, the risk management field has evolved substantially since the first edition of "Value at Risk", making this revised edition a must. Updates include a new chapter on liquidity risk, information on the latest risk instruments and the expanded derivatives market, recent developments in Monte Carlo methods, and more. "Value at Risk, Second Edition", will help professional risk managers understand, and operate within, today's dynamic new risk environment.

Über Philippe Jorion

Philippe Jorion (Irvine, CA) is a professor of finance at the University of California at Irvine. Among his previous books is Financial Risk Management: Domestic and International Dimensions.

Inhaltsverzeichnis

Motivation. The Need for Risk Management. Lessons from Financial Disasters. Regulatory Capital Tandards with VAR. Lessons from Financial Disasters. Regulatory Capital Standards with VAR. Building Blocks. Measuring Financial Risk. Computing Value at Risk. Backtesting VAR Models. Porfolio Risk: Analytical Methods. Forecasting Risks and Correlations. Value-At-Risk Systems. VAR Methods. Sress Testing. Implemeneting Delta-Normal VAR. Simulation Methods. Credit Risk. Liquidity Risk. Applications of Risk-Management Systems. Using VAR to Measure and Control Risk. Using VAR for Active Risk Management. VAR in Investment Management. The Technology of Risk. Operational Risk Management. Integrated Risk Management. The Risk-Management Profession. Risk Management: Guidelines and Pitfalls. Conclusions.

Zusätzliche Informationen

GOR004770582
9780071228312
0071228314
Value at Risk: The New Benchmark for Managing Financial Risk Philippe Jorion
Philippe Jorion
Gebraucht - Sehr Gut
Broschiert
McGraw-Hill Education - Europe
2000-09-16
364
N/A
Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Dies ist ein gebrauchtes Buch. Es wurde schon einmal gelesen und weist von der früheren Nutzung Gebrauchsspuren auf. Wir gehen davon aus, dass es im Großen und Ganzen in einem sehr guten Zustand ist. Sollten Sie jedoch nicht vollständig zufrieden sein, setzen Sie sich bitte mit uns in Verbindung.