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

3.74 avg rating
( 73 ratings by GoodReads )
 
9780071464956: Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk

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.

  • "synopsis" may belong to another edition of this title.

    Product Description:

    Shows you how to navigate your way in a dynamic risk environment. This title includes an emphasis on operational risk, discussion of risk-management applications, and changes in definitions of industry standards.

    Review:

    An up-to-date, complete overview. Recommended as a textbook on risk management courses or as an overview of Value at Risk
    -- Financial Markets and Portfolio Management, July 2007

    "About this title" may belong to another edition of this title.

    Top Search Results from the AbeBooks Marketplace

    1.

    Jorion Philippe, Philippe Jorion
    Published by McGraw-Hill Education - Europe, United States (2006)
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Hardcover Quantity Available: 10
    Seller
    The Book Depository
    (London, United Kingdom)
    Rating
    [?]

    Book Description McGraw-Hill Education - Europe, United States, 2006. Hardback. Book Condition: New. 3rd Revised edition. 226 x 152 mm. Language: English . Brand New Book. 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 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. Bookseller Inventory # AA39780071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    43.17
    Convert Currency

    Add to Basket

    Shipping: FREE
    From United Kingdom to U.S.A.
    Destination, Rates & Speeds

    2.

    JORION
    Published by Mcgraw Hill Publishers
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Quantity Available: > 20
    Seller
    INDOO
    (Avenel, NJ, U.S.A.)
    Rating
    [?]

    Book Description Mcgraw Hill Publishers. Book Condition: New. Brand New. Bookseller Inventory # 0071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    40.74
    Convert Currency

    Add to Basket

    Shipping: 2.81
    Within U.S.A.
    Destination, Rates & Speeds

    3.

    Jorion Philippe, Philippe Jorion
    Published by McGraw-Hill Education - Europe, United States (2006)
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Hardcover Quantity Available: 10
    Seller
    The Book Depository US
    (London, United Kingdom)
    Rating
    [?]

    Book Description McGraw-Hill Education - Europe, United States, 2006. Hardback. Book Condition: New. 3rd Revised edition. 226 x 152 mm. Language: English . Brand New Book. 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 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. Bookseller Inventory # AA39780071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    44.19
    Convert Currency

    Add to Basket

    Shipping: FREE
    From United Kingdom to U.S.A.
    Destination, Rates & Speeds

    4.

    Jorion, Philippe
    Published by McGraw-Hill Education (2006)
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Quantity Available: > 20
    Seller
    Books2Anywhere
    (Fairford, GLOS, United Kingdom)
    Rating
    [?]

    Book Description McGraw-Hill Education, 2006. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # CM-9780071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    35.23
    Convert Currency

    Add to Basket

    Shipping: 9
    From United Kingdom to U.S.A.
    Destination, Rates & Speeds

    5.

    Philippe Jorion
    Published by McGraw-Hill Professional 2006-11-01 (2006)
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Quantity Available: 5
    Seller
    Chiron Media
    (Wallingford, United Kingdom)
    Rating
    [?]

    Book Description McGraw-Hill Professional 2006-11-01, 2006. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-00469911

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    41.57
    Convert Currency

    Add to Basket

    Shipping: 2.99
    From United Kingdom to U.S.A.
    Destination, Rates & Speeds

    6.

    Jorion Philippe, Philippe Jorion
    Published by McGraw-Hill Education - Europe 2006-11-01 (2006)
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Hardcover Quantity Available: 5
    Seller
    Blackwell's
    (Oxford, OX, United Kingdom)
    Rating
    [?]

    Book Description McGraw-Hill Education - Europe 2006-11-01, 2006. hardback. Book Condition: New. Bookseller Inventory # 9780071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    43.45
    Convert Currency

    Add to Basket

    Shipping: 4.50
    From United Kingdom to U.S.A.
    Destination, Rates & Speeds

    7.

    Philippe, Jorion; Jorion, Philippe
    Published by McGraw-Hill Education - Europe (2006)
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Hardcover Quantity Available: 1
    Rating
    [?]

    Book Description McGraw-Hill Education - Europe, 2006. Book Condition: New. 2006. 3rd. Hardcover. Shows you how to navigate your way in a dynamic risk environment. This title includes an emphasis on operational risk, discussion of risk-management applications, and changes in definitions of industry standards. Num Pages: 600 pages, Illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 230 x 163 x 43. Weight in Grams: 918. . . . . . . Bookseller Inventory # V9780071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    49.01
    Convert Currency

    Add to Basket

    Shipping: FREE
    From Ireland to U.S.A.
    Destination, Rates & Speeds

    8.

    Philippe, Jorion; Jorion, Philippe
    Published by McGraw-Hill Education - Europe
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Hardcover Quantity Available: 1
    Seller
    Kennys Bookstore
    (Olney, MD, U.S.A.)
    Rating
    [?]

    Book Description McGraw-Hill Education - Europe. Book Condition: New. 2006. 3rd. Hardcover. Shows you how to navigate your way in a dynamic risk environment. This title includes an emphasis on operational risk, discussion of risk-management applications, and changes in definitions of industry standards. Num Pages: 600 pages, Illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 230 x 163 x 43. Weight in Grams: 918. . . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    50.57
    Convert Currency

    Add to Basket

    Shipping: FREE
    Within U.S.A.
    Destination, Rates & Speeds

    9.

    Philippe Jorion
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Hardcover Quantity Available: 1
    Seller
    Grand Eagle Retail
    (Wilmington, DE, U.S.A.)
    Rating
    [?]

    Book Description 2006. Hardcover. Book Condition: New. 3rd. 163mm x 46mm x 231mm. Hardcover. 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.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 602 pages. 0.975. Bookseller Inventory # 9780071464956

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    51.54
    Convert Currency

    Add to Basket

    Shipping: FREE
    Within U.S.A.
    Destination, Rates & Speeds

    10.

    Jorion, Philippe
    Published by McGraw-Hill Education
    ISBN 10: 0071464956 ISBN 13: 9780071464956
    New Hardcover Quantity Available: 4
    Seller
    Movie Mars
    (Indian Trail, NC, U.S.A.)
    Rating
    [?]

    Book Description McGraw-Hill Education. Hardcover. Book Condition: New. 0071464956 Brand New Book. Ships from the United States. 30 Day Satisfaction Guarantee!. Bookseller Inventory # 4202398

    More Information About This Seller | Ask Bookseller a Question

    Buy New
    48.81
    Convert Currency

    Add to Basket

    Shipping: 3.20
    Within U.S.A.
    Destination, Rates & Speeds

    There are more copies of this book

    View all search results for this book