Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk

Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk
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Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk Description

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Because its very first publication, the Value at Risk has turn into the industry standard in risk management. Now in its third edition, addresses this international bestseller fundamental changes in the region that have occurred worldwide in recent years. Philippe Jorion gives the latest information needed to realize and implement VAR-as properly as manage newer dimensions of financial risk. Every day updates are: higher emphasis on operational risk making use of VAR for integrated risk management and measurement applications of economic capital for the VAR to risk budgeting in investment management report of new strategies risk management, which includes extreme value theory, principal components, and copulas coverage of the recent finalization of Basel II rules on capital adequacy of banks incorporated in the book An important new element in the third edition is the addition of short questions and exercises at the end of each chapter, m Value at Risk, 3rd Ed.: The New Benchmark for Managing Monetary Risk

\n\nValue at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk Ebook

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