Value at Risk, 3rd Ed. - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Value at Risk, 3rd Ed. write by Philippe Jorion. This book was released on 2006-11-09. Value at Risk, 3rd Ed. available in PDF, EPUB and Kindle. 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.
Value At Risk 3E
Value At Risk 3E - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Value At Risk 3E write by Philippe Jorion. This book was released on 2009-12. Value At Risk 3E available in PDF, EPUB and Kindle. 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. 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.
Understanding Market, Credit, and Operational Risk
Understanding Market, Credit, and Operational Risk - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Understanding Market, Credit, and Operational Risk write by Linda Allen. This book was released on 2009-02-04. Understanding Market, Credit, and Operational Risk available in PDF, EPUB and Kindle. A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk. Applies the Value at Risk approach to market, credit, and operational risk measurement. Illustrates models with real-world case studies. Features coverage of BIS bank capital requirements.
Analysis of Financial Time Series
Analysis of Financial Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Analysis of Financial Time Series write by Ruey S. Tsay. This book was released on 2010-10-26. Analysis of Financial Time Series available in PDF, EPUB and Kindle. This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.
Value at Risk, 3rd Ed., Part III - Value-at-Risk Systems
Value at Risk, 3rd Ed., Part III - Value-at-Risk Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Value at Risk, 3rd Ed., Part III - Value-at-Risk Systems write by Philippe Jorion. This book was released on 2006-10-19. Value at Risk, 3rd Ed., Part III - Value-at-Risk Systems available in PDF, EPUB and Kindle. This chapter comes from Value at Risk, 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.
