Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition

  • Mod-08 Lec-31 Risk Management – Market Risks
  • Session 4: Defining and Measuring Risk
  • Introduction to Risk Management
  • Ses 15: Portfolio Theory III & The CAPM and APT I
  • 11 Materiality
  • Optimizing risk management in financial services
  • Alan Greenspan: Technology, the Economy & Financial Practices (2000)
  • 10. Regularized Pricing and Risk Models
  • Financial Analysis with RETScreen
  • Investors’ Perspective: Pricing Climate Risk – Panel Discussion (ClimateCAP 2018)
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Amazon Price: $90.00 $63.87 You save: $26.13 (29%). (as of September 21, 2018 3:38 am – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

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: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capital Applications of VAR to risk budgeting in investment management Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book

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.

Product Details

  • Hardcover: 624 pages
  • Publisher: McGraw-Hill Education; 3rd edition (November 9, 2006)
  • Language: English
  • ISBN-10: 0070700427
  • ISBN-13: 978-0071464956
  • ASIN: 0071464956
  • Product Dimensions: 6.5 x 1.8 x 9.2 inches
  • Shipping Weight: 2.2 pounds

Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | Ebook PDF Free Download

Download Here: http://tinyurl.com/l4lk78t









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: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capital Applications of VAR to risk budgeting in investment management Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book 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.
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