Value at Risk 3rd Ed The New B
Jorion, Philippe
Sold by World of Books (was SecondSale), Montgomery, IL, U.S.A.
AbeBooks Seller since 20 December 2007
Used - Hardcover
Condition: Used - Good
Ships within U.S.A.
Quantity: 5 available
Add to basketSold by World of Books (was SecondSale), Montgomery, IL, U.S.A.
AbeBooks Seller since 20 December 2007
Condition: Used - Good
Quantity: 5 available
Add to basketItem in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Seller Inventory # 00102832342
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:
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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