An edition of Value at Risk (1996)

Value at risk

the new benchmark for managing financial risk

3rd ed

by

  • 2 Want to read
Value at risk
Philippe Jorion, Philippe Jori ...
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Last edited by MARC Bot
December 27, 2022 | History
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An edition of Value at Risk (1996)

Value at risk

the new benchmark for managing financial risk

3rd ed

by

  • 2 Want to read

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
McGraw-Hill
Language
English
Pages
602

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Previews available in: English

Subjects

Risk management, Financial futures, Derivative securities
Edition Availability
Cover of: Value at risk
Value at risk: the new benchmark for managing financial risk
2007, McGraw-Hill
in English - 3rd ed
  • Not in Library
Libraries near you: WorldCat
Cover of: Value at Risk
Value at Risk: The New Benchmark for Managing Financial Risk
August 17, 2000, McGraw-Hill
in English
Libraries near you: WorldCat
Cover of: Value at Risk
Value at Risk: The New Benchmark for Managing Financial Risk
August 17, 2000, McGraw-Hill
Hardcover in English - 2 edition
Libraries near you: WorldCat
Cover of: Value at Risk
Value at Risk
September 1, 2000, McGraw Hill Higher Education
Hardcover - 2I.S.ed edition
Libraries near you: WorldCat
Cover of: Value at risk
Value at risk: the new benchmark for controlling market risk
1997, Irwin Professional Pub.
in English
Libraries near you: WorldCat
Cover of: Value At Risk
Value At Risk: The New Benchmark for Controlling Derivative Risk
August 1, 1996, Irwin Professional Pub
Hardcover in English
Libraries near you: WorldCat

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Book Details

Table of Contents

Motivation
The need for risk management
Lessons from financial disasters
VAR-based regulatory capital
Building blocks
Sources of financial risk
Computing VAR
Backtesting VAR
Portfolio risk: analytical methods
Multivariate models
Forecasting risks and correlations
Value-at-risk systems
VAR methods
VAR mapping
Monte Carlo methods
Liquidity risk
Stress testing
Applications of risk management systems
Using VAR to measure and control risk
Using VAR for active risk management
VAR and risk budgeting in investment management
Extensions of risk management systems
Credit risk management
Operational risk management
Integrated risk management
The risk management profession
Risk management: guidelines and pitfalls
Conclusions

Edition Notes

Includes bibliographical references (p. 573-584) and index

Published in
New York

Classifications

Library of Congress
HG6024.3 .J683 2007, HG6024.3.J683 2006

The Physical Object

Pagination
xvii, 602 p. :
Number of pages
602

ID Numbers

Open Library
OL17233505M
ISBN 10
0071464956
ISBN 13
9780071464956
LCCN
2006015513
OCLC/WorldCat
69104260
Library Thing
322929
Goodreads
394110

Source records

Better World Books record
Library of Congress MARC record
marc_columbia MARC record

Excerpts

Corporations are in the business of managing risks.
added anonymously.
Corporations are in the business of managing risks.
added anonymously.

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 27, 2022 Edited by MARC Bot import existing book
December 14, 2020 Edited by MARC Bot import existing book
October 8, 2020 Edited by ImportBot import existing book
August 1, 2020 Edited by ImportBot import existing book
September 28, 2008 Created by ImportBot Imported from Miami University of Ohio MARC record