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Value at risk :the new benchmark for managing financial risk /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Value at risk :Philippe Jorion.
Reminder of title:	the new benchmark for managing financial risk /
Author:	Jorion, Philippe,
Published:	New York :McGraw-Hill,c2007.
Description:	xvii, 602 p. :ill. ;24 cm.
Subject:	Risk management.
Online resource:	http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0659/2006015513-d.html
ISBN:	9780071260473 (International ed. : pbk.)

Value at risk :the new benchmark for managing financial risk /
Jorion, Philippe,1955-

Value at risk :the new benchmark for managing financial risk /Philippe Jorion. - 3rd ed. - New York :McGraw-Hill,c2007. - xvii, 602 p. :ill. ;24 cm.

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

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.

ISBN: 9780071260473 (International ed. : pbk.)

LCCN: 2006015513Subjects--Topical Terms:

174339
Risk management.

LC Class. No.: HG6024.3 / .J683 2007

Dewey Class. No.: 658.15/5

Value at risk :the new benchmark for managing financial risk /
LDR:01950cam 22002774a 450 001 210267
003 DLC
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008 090730s2007 nyua b 001 0 eng
010 $a 2006015513
020 $a 9780071260473 (International ed. : pbk.)
020 $a 0071260471 (International ed. : pbk.) : $c NT882
020 $a 9780071464956 (hbk.)
020 $a 0071464956 (hbk.)
035 $a 00381327
040 $a DLC $c DLC $d BAKER $d C#P $d DLC
042 $a pcc
050 0 0 $a HG6024.3 $b .J683 2007
082 0 0 $a 658.15/5 $2 22
100 $a Jorion, Philippe, $d 1955- $3 209117
245 1 0 $a Value at risk : $b the new benchmark for managing financial risk / $c Philippe Jorion.
250 $a 3rd ed.
260 $a New York : $c c2007. $b McGraw-Hill,
300 $a xvii, 602 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. 573-584) and index.
505 0 $a 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.
650 $a Risk management. $3 174339
650 $a Financial futures. $3 183776
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html $z http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0659/2006015513-d.html $z http://www.loc.gov/catdir/enhancements/fy0659/2006015513-d.html