新生學校財團法人新生醫護管理專科學校圖書館 |

登入

回首頁

Value at risk = the new benchmark for managing financial risk /

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	Value at risk/ Philippe Jorion.
其他題名:	the new benchmark for managing financial risk /
作者:	Jorion, Philippe,
出版者:	New York :McGraw-Hill, : c2007.,
面頁冊數:	xvii, 602 p. :ill. :
標題:	Financial futures. -
電子資源:	Click for full text (McGrawHill)
ISBN:	0071464956 (hbk.)

Value at risk = the new benchmark for managing financial risk /
Jorion, Philippe,1955-.

Value at riskthe new benchmark for managing financial risk /[electronic resource] :Philippe Jorion. - 3rd ed. - New York :McGraw-Hill,c2007. - xvii, 602 p. :ill.

Motivation -- 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.

ISBN: 0071464956 (hbk.)

LCCN: 2006015513Subjects--Topical Terms:

203031
Financial futures.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HG6024.3 / .J683 2007

Dewey Class. No.: 658.15/5

Value at risk = the new benchmark for managing financial risk /
LDR:01567cmm a2200229 i 4500 001 156207
006 m d
007 cr nn muauu
008 160219s2007 nyua sb 001 0 eng
010 $a 2006015513
020 $a 0071464956 (hbk.)
020 $a 9780071464956 (hbk.)
020 $a 9780071731584
040 $a DLC $c DLC $d BAKER $d C $d DLC
041 0 $a eng
050 0 0 $a HG6024.3 $b .J683 2007
082 0 0 $a 658.15/5 $2 22
100 1 $a Jorion, Philippe, $d 1955-. $3 299076
245 1 0 $a Value at risk $h [electronic resource] : $b the new benchmark for managing financial risk / $c Philippe Jorion.
250 $a 3rd ed.
260 $a New York : $c c2007. $b McGraw-Hill,
300 $a xvii, 602 p. : $b ill.
505 0 $a Motivation -- 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.
650 0 $a Financial futures. $3 203031
650 0 $a Risk management. $3 87563
655 7 $a Electronic books. $2 local. $3 96803
856 4 $u http://taebcmgh.sa.libraryandbook.net/FE/advanceSearch.do?method=toView&id=YsdsdebY18712321Y $z Click for full text (McGrawHill)

筆 0 讀者評論

多媒體

評論

新增評論分享你的心得

Export

取書館別