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20210625111723.0 |
010 |
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|a 2006015513
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020 |
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|a0071464956 (hbk.)
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020 |
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|a9780071464956 (hbk.)
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020 |
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|a9780071731584
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|aDLC|cDLC|dBAKER|dC|dDLC|dNOU
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041 |
0
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|aeng
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050 |
00
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|aHG6024.3|b.J683 2007
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082 |
00
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|a658.15/5|222
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100 |
1
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|aJorion, Philippe,|d1955-.
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245 |
10
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|aValue at Risk, Third Edition:|bThe New Benchmark for Managing Financial Risk/|h[electronic resource]/|cPhilippe Jorion.
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250 |
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|a3rd ed.
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260 |
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|aNew York :|bMcGraw-Hill,|cc2007.
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300 |
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|axvii, 602 p. :|bill.
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440 |
0
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|amcgraw-hill e-book
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505 |
0
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|aMotivation -- 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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650 |
0
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|aFinancial futures.
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650 |
0
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|aRisk management.
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655 |
7
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|aElectronic books.|2local.
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809 |
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|pEB|dHG6024.3|eJ82|y2007
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856 |
40
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|uhttps://lb30.libraryandbook.net/Book_detial/EB978007173158401|zClick for full text (McGrawHill)
|