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| 001 |
in00005086143 |
| 003 |
OCoLC |
| 005 |
20220616051435.0 |
| 008 |
051013t20072007nyua b 001 0 eng |
| 010 |
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|a 2006015513
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|a 9780071464956
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|a 0071464956 (hardcover : alk. paper)
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|a (CaEvSKY)sky210923625
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|a (OCoLC)69104260
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|d UtOrBLW
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|a pcc
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|a EEMO
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0 |
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|a HG6024.3
|b .J683 2007
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0 |
0 |
|a 658.15/5
|2 22
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| 090 |
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|a HG6024.3
|b .J683 2007
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| 100 |
1 |
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|a Jorion, Philippe,
|d 1955-
|0 http://id.loc.gov/authorities/names/n90000195
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| 245 |
1 |
0 |
|a Value at risk :
|b the new benchmark for managing financial risk /
|c Philippe Jorion.
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| 250 |
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|a Third edition.
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| 260 |
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|a New York :
|b McGraw-Hill,
|c [2007], ©2007.
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| 300 |
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|a xvii, 602 pages :
|b illustrations ;
|c 24 cm
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| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
|
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|a unmediated
|b n
|2 rdamedia
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| 338 |
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|a volume
|b nc
|2 rdacarrier
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| 504 |
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|a Includes bibliographical references (pages 573-584) and index.
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| 505 |
0 |
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|a 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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| 583 |
1 |
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|3 copy1
|a Committed to retain
|c 20200101
|d 20341231
|f MI-SPI
|u http://www.mcls.org/engagement/mi-spi/
|5 MiEM
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| 650 |
|
0 |
|a Financial futures.
|0 http://id.loc.gov/authorities/subjects/sh85048305
|
| 650 |
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0 |
|a Risk management.
|0 http://id.loc.gov/authorities/subjects/sh85114200
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| 907 |
|
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|y .b98341911
|b 210716
|c 130104
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|t 0
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| 952 |
f |
f |
|p Can Circulate
|a Michigan State University-Library of Michigan
|b Michigan State University
|c MSU Remote Storage
|d MSU Remote Storage
|t 0
|e HG6024.3 .J683 2007
|h Library of Congress classification
|i Printed Material
|m 31293007176609
|n 1
|
