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[ author_sort:"jorion, philippe, (1955-.)" ]
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Value at risk[electronic resource] :the new benchmark for managing financial risk /
紀錄類型:
書目-電子資源 : Monograph/item
杜威分類號:
658.15/5
書名/作者:
Value at risk : the new benchmark for managing financial risk // Philippe Jorion.
作者:
Jorion, Philippe,
出版者:
New York : : McGraw-Hill,, c2007.
面頁冊數:
xvii, 602 p. : : ill.
標題:
Financial futures.
標題:
Risk management.
ISBN:
0071464956 (hbk.)
ISBN:
9780071464956 (hbk.)
ISBN:
9780071731584
內容註:
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.
電子資源:
Click for full text (McGrawHill)
Value at risk[electronic resource] :the new benchmark for managing financial risk /
Jorion, Philippe,1955-.
Value at risk
the new benchmark for managing financial risk /[electronic resource] :Philippe Jorion. - 3rd ed. - New York :McGraw-Hill,c2007. - xvii, 602 p. :ill.
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: 0071464956 (hbk.)
LCCN: 2006015513Subjects--Topical Terms:
191433
Financial futures.
Index Terms--Genre/Form:
336502
Electronic books.
LC Class. No.: HG6024.3 / .J683 2007
Dewey Class. No.: 658.15/5
Value at risk[electronic resource] :the new benchmark for managing financial risk /
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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.
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Click for full text (McGrawHill)
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