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- catalog abstract ""The book's extensive restructuring, and broader scope, is reflected in its new subtitle. Whereas the first edition was described as "the new benchmark for controlling market risk," Value at Risk, second edition, is now identified as "the new benchmark for managing financial risk." With more than 200 pages of new material, the updated edition of this international bestseller (translated into Chinese, Hungarian, Japanese, Korean, Polish, Portuguese, and Spanish) provides financial professionals with the latest information they need to understand and implement value at risk - and manage newer dimensions of financial risk."--Jacket.".
- catalog contributor b12414752.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description ""The book's extensive restructuring, and broader scope, is reflected in its new subtitle. Whereas the first edition was described as "the new benchmark for controlling market risk," Value at Risk, second edition, is now identified as "the new benchmark for managing financial risk." With more than 200 pages of new material, the updated edition of this international bestseller (translated into Chinese, Hungarian, Japanese, Korean, Polish, Portuguese, and Spanish) provides financial professionals with the latest information they need to understand and implement value at risk - and manage newer dimensions of financial risk."--Jacket.".
- catalog description "Includes bibliographical references (p. 521-530) and index.".
- catalog description "pt. 1. Motivation. Ch. 1. The Need for Risk Management. Ch. 2. Lessons from Financial Disasters. Ch. 3. Regulatory Capital Standards with VAR -- pt. 2. Building Blocks. Ch. 4. Measuring Financial Risk. Ch. 5. Computing Value at Risk. Ch. 6. Backtesting VAR Models. Ch. 7. Portfolio Risk: Analytical Methods. Ch. 8. Forecasting Risks and Correlations -- pt. 3. Value-at-Risk Systems. Ch. 9. VAR Methods. Ch. 10. Stress Testing. Ch. 11. Implementing Delta-Normal VAR. Ch. 12. Simulation Methods. Ch. 13. Credit Risk. Ch. 14. Liquidity Risk -- pt. 4. Applications of Risk-Management Systems. Ch. 15. Using VAR to Measure and Control Risk. Ch. 16. Using VAR for Active Risk Management. Ch. 17. VAR in Investment Management.".
- catalog extent "xxxi, 544 p. :".
- catalog identifier "0071355022".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "New York : McGraw-Hill,".
- catalog subject "658.15/5 21".
- catalog subject "Financial futures.".
- catalog subject "HG6024.3 .J683 2001".
- catalog subject "Risk management.".
- catalog tableOfContents "pt. 1. Motivation. Ch. 1. The Need for Risk Management. Ch. 2. Lessons from Financial Disasters. Ch. 3. Regulatory Capital Standards with VAR -- pt. 2. Building Blocks. Ch. 4. Measuring Financial Risk. Ch. 5. Computing Value at Risk. Ch. 6. Backtesting VAR Models. Ch. 7. Portfolio Risk: Analytical Methods. Ch. 8. Forecasting Risks and Correlations -- pt. 3. Value-at-Risk Systems. Ch. 9. VAR Methods. Ch. 10. Stress Testing. Ch. 11. Implementing Delta-Normal VAR. Ch. 12. Simulation Methods. Ch. 13. Credit Risk. Ch. 14. Liquidity Risk -- pt. 4. Applications of Risk-Management Systems. Ch. 15. Using VAR to Measure and Control Risk. Ch. 16. Using VAR for Active Risk Management. Ch. 17. VAR in Investment Management.".
- catalog title "Value at risk : the new benchmark for managing financial risk / Philippe Jorion.".
- catalog type "text".