Value at Risk 3/e epub pdf txt mobi 電子書 下載 2024

　　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.

作者簡介

　　Philippe Jorion (Irvine, CA) is a professor of finance at the University of California at Irvine. Among his previous books is Financial Risk Management: Domestic and International Dimensions.