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- catalog abstract "Noted author, lecturer and professor Dr. Philippe Jorion has written Value at Risk: The New Benchmark for Controlling Derivatives Risk, the first comprehensive book on value at risk, a system which allows you to gauge financial risks and take proactive steps to control those risks. Through detailed, fascinating case histories, discover how institutions have been burned by their inattention to financial risks, and how you can avoid a similar fate.".
- catalog contributor b10560446.
- catalog created "c1997.".
- catalog date "1997".
- catalog date "c1997.".
- catalog dateCopyrighted "c1997.".
- catalog description "Includes bibliographical references (p. 319-322) and index.".
- catalog description "Noted author, lecturer and professor Dr. Philippe Jorion has written Value at Risk: The New Benchmark for Controlling Derivatives Risk, the first comprehensive book on value at risk, a system which allows you to gauge financial risks and take proactive steps to control those risks. Through detailed, fascinating case histories, discover how institutions have been burned by their inattention to financial risks, and how you can avoid a similar fate.".
- catalog description "pt. 1. Motivation. Ch. 1. The Need for Risk Management. Ch. 2. Lessons from Financial Disasters. Ch. 3. Banking Regulatory Initiatives for VAR -- pt. 2. Building Blocks. Ch. 4. Sources of Financial Risk. Ch. 5. Measuring Value At Risk. Ch. 6. Fixed-Income Toolkit. Ch. 7. Derivatives. Ch. 8. Portfolio Risk. Ch. 9. Forecasting Risks and Correlations -- pt. 3. Value-at-Risk Systems. Ch. 10. Approaches to Measuring VAR. Ch. 11. Implementing Delta-Normal VAR. Ch. 12. Structured Monte Carlo. Ch. 13. Credit Risk -- pt. 4. Risk Management Systems. Ch. 14. Implementing Risk Management Systems. Ch. 15. Risk Management: Guidelines and Pitfalls. Ch. 16. Conclusions.".
- catalog extent "xx, 332 p. :".
- catalog identifier "0786308486".
- catalog issued "1997".
- catalog issued "c1997.".
- catalog language "eng".
- catalog publisher "New York : McGraw-Hill,".
- catalog subject "658.15/5 20".
- catalog subject "Financial futures.".
- catalog subject "HG6024.3 .J683 1997".
- catalog subject "Risk management.".
- catalog tableOfContents "pt. 1. Motivation. Ch. 1. The Need for Risk Management. Ch. 2. Lessons from Financial Disasters. Ch. 3. Banking Regulatory Initiatives for VAR -- pt. 2. Building Blocks. Ch. 4. Sources of Financial Risk. Ch. 5. Measuring Value At Risk. Ch. 6. Fixed-Income Toolkit. Ch. 7. Derivatives. Ch. 8. Portfolio Risk. Ch. 9. Forecasting Risks and Correlations -- pt. 3. Value-at-Risk Systems. Ch. 10. Approaches to Measuring VAR. Ch. 11. Implementing Delta-Normal VAR. Ch. 12. Structured Monte Carlo. Ch. 13. Credit Risk -- pt. 4. Risk Management Systems. Ch. 14. Implementing Risk Management Systems. Ch. 15. Risk Management: Guidelines and Pitfalls. Ch. 16. Conclusions.".
- catalog title "Value at risk : the new benchmark for controlling market risk / Philippe Jorion.".
- catalog type "text".