Value at Risk

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菲利普·乔瑞(Philippe Jorion),芝加哥大学MBA、博士,现为加州大学欧文分校金融学教授。主要研究领域为风险管理、国际金融、全球资产配置和固定收益证券市场。乔瑞博士著作颇丰,包括率先介绍美国最大政府机构倒闭案的专著《巨赌之危:衍生工具与橘郡破产案》、《金融风险管理:国内及国际研究》,以及FRM考试指定教材《金融风险管理师手册》。

出版者:McGraw-Hill
作者:Philippe Jorion
出品人:
页数:600
译者:
出版时间:2006-10-19
价格:USD 85.00
装帧:Hardcover
isbn号码:9780071464956
丛书系列:
图书标签:
  • 金融 
  • VaR 
  • FRM 
  • 投资 
  • finance 
  • Jorion 
  • 统计学 
  • risk 
  •  
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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.

具体描述

读后感

评分

有很多翻译的硬伤,要对着英文版才看得懂中文…… 建议大家直接看英文版的得了。 另外,个人感觉Philippe Jorion的书只有当手册翻翻还行……

评分

有很多翻译的硬伤,要对着英文版才看得懂中文…… 建议大家直接看英文版的得了。 另外,个人感觉Philippe Jorion的书只有当手册翻翻还行……

评分

有很多翻译的硬伤,要对着英文版才看得懂中文…… 建议大家直接看英文版的得了。 另外,个人感觉Philippe Jorion的书只有当手册翻翻还行……

评分

有很多翻译的硬伤,要对着英文版才看得懂中文…… 建议大家直接看英文版的得了。 另外,个人感觉Philippe Jorion的书只有当手册翻翻还行……

评分

有很多翻译的硬伤,要对着英文版才看得懂中文…… 建议大家直接看英文版的得了。 另外,个人感觉Philippe Jorion的书只有当手册翻翻还行……

用户评价

评分

经典,不过和现有知识体系overlapping,收获不大。

评分

经典,不过和现有知识体系overlapping,收获不大。

评分

现在这么拼简直是在扫以前脑子里进的水,目前看到的讲VAR算是相当靠谱的书了。一宿没睡,火车上读完剩下的部分。基础概念讲的很清楚,就是图表有些理解困难。依然是劳资需要中文版啊摔。

评分

经典,不过和现有知识体系overlapping,收获不大。

评分

现在这么拼简直是在扫以前脑子里进的水,目前看到的讲VAR算是相当靠谱的书了。一宿没睡,火车上读完剩下的部分。基础概念讲的很清楚,就是图表有些理解困难。依然是劳资需要中文版啊摔。

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