000			01615cam a22002534a 4500
999			_c3410 _d3410
001			20926
010			_a 2006015513
020			_a0071464956 (hardcover : alk. paper)
020			_a9780071464956
040			_aDLC
082	0	0	_a658.15/5
100	1		_aJorion, Philippe, _d1955- _963867
245	1	0	_aValue at risk : _bthe new benchmark for managing financial risk / _cPhilippe Jorion.
250			_a3rd ed.
260			_aNew York : _bMcGraw-Hill, _cc2007.
300			_axvii, 602 p. : _bill ; _c24 cm.
504			_aIncludes bibliographical references (p. 573-584) and index.
505	0		_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.
526			_aFIN925 FIN956
650		0	_aFinancial futures. _948845
650		0	_aRisk management. _9199
856			_uhttps://uowd.box.com/s/vshdnew6ca392r1lq9di4300y10inyeb _zLocation Map
942			_cREGULAR _2ddc