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  • VALUE AT RISK - 3RD ED

VALUE AT RISK - 3RD ED

JORION, PHILIPPE MHP - MCGRAW HILL PROFESSIONAL
Status Produto Produto Disponível
Status Produto Previsão de entrega: 2 dias úteis + prazo do frete
Por: R$ 600,10
Sinopse

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 capitalApplications of VAR to risk budgeting in investment managementDiscussion of new risk-management techniques, including extreme value theory, principal components, and copulasExtensive 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 poi

Detalhes
Peso: 0,84 kg
Número de páginas: 487
Ano de edição: 2010
ISBN 10: 0071464956
ISBN 13: 9780071464956
Idioma: Inglês
Tipo de produto: Livro
Assuntos: Administração e Negócios
Assuntos: Universitário Técnico

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