Description: About this productProduct InformationTo 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.Product IdentifiersPublisherMcGraw-Hill Companies, T.H.E.ISBN-100071355022ISBN-139780071355025eBay Product ID (ePID)1647481Product Key FeaturesFormatHardcoverPublication Year2000LanguageEnglishDimensionsWeight36.1 OzWidth6in.Height2in.Length9in.Additional Product FeaturesDewey Edition21Table of ContentMotivation. 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.Dewey Decimal658.152IllustratedYesCopyright Date2001AuthorPhilippe JorionEdition Number2Number of Pages544 PagesEdition DescriptionRevisedLc Classification NumberHg6024.3.J683 2001Publication Date2000-08-17Lccn00-033239
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Number of Pages: 544 Pages
Publication Name: Value at Risk : the New Benchmark for Managing Financial Risk
Language: English
Publisher: McGraw-Hill Companies, T.H.E.
Publication Year: 2000
Item Height: 2 in
Subject: Investments & Securities / Futures, Decision-Making & Problem Solving, Corporate Finance / General
Features: Revised
Type: Textbook
Item Weight: 36.1 Oz
Subject Area: Business & Economics
Author: Philippe Jorion
Item Length: 9 in
Item Width: 6 in
Format: Hardcover
