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Value at Risk: The New Benchmark for Managing Financial Risk

by Philippe Jorion
RM45.00 MYR
Compare to estimated retail price: RM359.00 MYR  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Value at Risk: The New Benchmark for Managing Financial Risk
Value at Risk: The New Benchmark for Managing Financial Risk

Definitive guide for serious finance risk practitioners

If you work in finance, risk, or investing, this is the kind of book people keep on their desk rather than just read once. It takes a dense subject and gives it real-world structure, from VAR basics to Basel II, backtesting, and newer tools like copulas and extreme value theory. Readers who like practical, authoritative textbooks will appreciate how comprehensive it feels without losing sight of where models can go wrong.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

Value at Risk: The New Benchmark for Managing Financial Risk

by Philippe Jorion
RM45.00 MYR
Compare to estimated retail price: RM359.00 MYR  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Condition guide

Book Condition Guide

Books in Like New Condition

This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Very Good Condition

This book has been used, but it is still in a clean condition. There should be no foxing or annotations of any kind on the inner pages, but a sparse amount may be present on the cover, title pages, or outside edges of the book. There should be no water damage of any kind. For paperbacks, there may be light crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Good Condition

We do our best to ensure the quality of our books, but there is no escaping the wear and tear that comes with time. Slight foxing and some annotations may be present on the pages and the cover. There should be no water damage of any kind. For paperbacks, there may be several crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

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ISBN: 9780071260473
Authors: Philippe Jorion
Publisher: McGraw Hill
Date of Publication: 2007-01-01
Format: Hardcover
Related Collections: Economics, Business
Related Topics: Finance, Finance
Goodreads rating: 3.86
(rated by 132 readers)

Description

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR as well as manage newer dimensions of financial risk. Featured updates include: An increased emphasis on operational risk, using VAR for integrated risk management and to measure economic capital; Applications of VAR to risk budgeting in investment management; Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas; Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book. A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students. Jorion leaves no stone unturned, addressing the building blocks of VAR from computing and backtesting models to forecasting risk and correlations. He outlines the use of VAR to measure and control risk for trading, for investment management, and for enterprise-wide risk management. He also points out key pitfalls to watch out for in risk-management systems. The value-at-risk approach continues to improve worldwide standards for managing numerous types of risk. Now more than ever, professionals can depend on Value at Risk for comprehensive, authoritative counsel on VAR, its application, and its results—and to keep ahead of the curve.
 

Definitive guide for serious finance risk practitioners

If you work in finance, risk, or investing, this is the kind of book people keep on their desk rather than just read once. It takes a dense subject and gives it real-world structure, from VAR basics to Basel II, backtesting, and newer tools like copulas and extreme value theory. Readers who like practical, authoritative textbooks will appreciate how comprehensive it feels without losing sight of where models can go wrong.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

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