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Value at Risk, 3rd Ed.

Regular price ₱1,628.55 ₱638.55 61% off
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The Definitive Guide to Mastering Risk Management.

Recommendation: This book is a must-read for anyone looking to understand and implement value at risk (VAR) in the field of risk management. Philippe Jorion provides comprehensive and up-to-date information on VAR, covering topics such as operational risk, risk budgeting, and new risk-management techniques. With the addition of short questions and exercises, this book is a valuable resource for both professionals and students in the field. It is the definitive guide to mastering risk management.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.
Sale

Value at Risk, 3rd Ed.

Regular price ₱1,628.55 ₱638.55 61% off
Unit price
per
ISBN: 9780071464956
Authors: Philippe Jorion
Publisher: McGraw Hill
Date of Publication: 2006-11-09
Format: Hardcover
Related Collections: Business, Economics
Related Topics: Finance, Technology, Management
Goodreads rating: 3.85
(rated by 126 readers)

Description

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 bookA 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.Philippe Jorion is a professor of finance at the University of California, Irvine. Editor in chief of the Journal of Risk, Jorion is a consultant to institutions including PIMCO, the World Bank, AIMR, the Federal Reserve, and the United Nations.
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The Definitive Guide to Mastering Risk Management.

Recommendation: This book is a must-read for anyone looking to understand and implement value at risk (VAR) in the field of risk management. Philippe Jorion provides comprehensive and up-to-date information on VAR, covering topics such as operational risk, risk budgeting, and new risk-management techniques. With the addition of short questions and exercises, this book is a valuable resource for both professionals and students in the field. It is the definitive guide to mastering risk management.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.