Value at Risk
The New Benchmark for Managing Financial Risk
Résumé
The International Bestselling Guide to Financial Risk Management-Completely Updated
Thoroughly revised and updated with new information and critical analysis, Philippe Jorion's classic Value at Risk remains the industry leader in risk management. The third edition features an increased emphasis on operational risk, coverage of new risk management techniques and the recently finalized Basel Accords, applications of VAR to risk budgeting and integrated risk management, new end-of-chapter exercises, and much more.
L'auteur - Philippe Jorion
Phillipe Jorion, PhD, MBA (Irvine, CA), is a Professor of Finance at the Graduate School of Management at UC Irvine. The Global Association of Risk Professionals (GARP) oversees the FRM(r) Certification Program and is the leading association for risk professionals, with over 38,000 members worldwide.
Sommaire
- Preface
- Acknowledgments
- Motivation
- Building Blocks
- Value-At-Risk Systems
- Applications of Risk Management Systems
- Extensions Of Risk Management Systems
- The Risk Management Profession
- References
- Index
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Mc Graw Hill |
| Auteur(s) | Philippe Jorion |
| Parution | 01/11/2006 |
| Édition | 3eme édition |
| Nb. de pages | 600 |
| Format | 16 x 23,5 |
| Couverture | Relié |
| Poids | 1032g |
| Intérieur | Noir et Blanc |
| EAN13 | 9780071464956 |
| ISBN13 | 978-0-07-146495-6 |
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