UOWD Library

Value at risk : (Record no. 3410)

LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2006015513
INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0071464956 (hardcover : alk. paper)
INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780071464956
DEWEY DECIMAL CLASSIFICATION NUMBER
Call number 658.15/5
MAIN ENTRY--PERSONAL NAME
Authors Jorion, Philippe,
Dates 1955-
TITLE STATEMENT
Title Value at risk :
Subtitle the new benchmark for managing financial risk /
Statement of responsibility, etc Philippe Jorion.
EDITION STATEMENT
Edition 3rd ed.
PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication New York :
Publisher McGraw-Hill,
Date c2007.
PHYSICAL DESCRIPTION
Extent xvii, 602 p. :
Other Details ill ;
Size 24 cm.
CONTENTS
Contents 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.
STUDY PROGRAM
Program name FIN925 FIN956
SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Heading Financial futures.
SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Heading Risk management.
ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://uowd.box.com/s/vshdnew6ca392r1lq9di4300y10inyeb
Public note Location Map
MAIN ENTRY--PERSONAL NAME
-- 63867
SUBJECT ADDED ENTRY--TOPICAL TERM
-- 48845
SUBJECT ADDED ENTRY--TOPICAL TERM
-- 199
Holdings
Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent location Current location Shelving location Date acquired Source of acquisition Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type Total Checkouts Date last borrowed
        University of Wollongong in Dubai University of Wollongong in Dubai Main Collection 2008-10-30 AMAUS 658.155 JO VA T0034417 2017-01-26 53.55 2017-01-26 REGULAR    
        University of Wollongong in Dubai University of Wollongong in Dubai Main Collection 2008-11-02 AMAUS 658.155 JO VA T0034437 2018-05-02 53.55 2017-01-26 REGULAR 1 2018-04-17

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