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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 By Philippe Jorion

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

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$36.99
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Summary

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

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

Value at Risk: The New Benchmark for Managing Financial Risk by 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.

About 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.

Table of Contents

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.

Additional information

GOR005565014
9780071355025
0071355022
Value at Risk: The New Benchmark for Managing Financial Risk by Philippe Jorion
Philippe Jorion
Used - Good
Hardback
McGraw-Hill Education - Europe
20000916
544
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Value at Risk: The New Benchmark for Managing Financial Risk