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Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk
Hardcover

Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk

$73.60 / copy at 20+ copies As low as $57.50 at 1,000+Your best volume price

Total $1,472.00

Hardcover · 624 pages McGraw Hill LLC · 2006

Format

Hardcover
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About the book

Value at Risk, 3rd Ed.

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.



    The book, Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk [Bulk, Wholesale, Quantity] ISBN#9780071464956 in Hardcover by may be ordered in bulk quantities. Minimum starts at 20 copies. Availability based on publisher status and quantity being ordered.
  • Details

    Publisher
    McGraw Hill LLC
    Format
    Hardcover
    Published
    Nov 9, 2006
    ISBN-13
    9780071464956
    ISBN-10
    0071464956
    Pages
    624
    Carton quantity
    8 copies
    Buying for a group

    Value at Risk, 3rd Ed. for groups: pricing

    Volume pricing applies automatically in your cart. No codes, no account needed.

    CopiesPrice per copyYou save
    20 – 99 $73.60 36% off list
    100 – 249 $70.15 39% off list
    250 – 499 $65.55 43% off list
    500 – 999 $60.95 47% off list
    1,000+ $57.50 50% off list
    Ways groups use it

    Popular for

    1
    Leadership development

    For new managers and leadership cohorts, a chapter per session.

    2
    Company book clubs

    A shared vocabulary for the whole organization.

    3
    Offsites and conferences

    A takeaway attendees will actually read, delivered to your venue.

    Where can I buy 100 copies of Value at Risk, 3rd Ed.?

    BookPal sells Value at Risk, 3rd Ed. in quantity. At 100 copies the price is $70.15 a copy, against a list price of $115.00, and the cart applies the volume tier automatically. Free shipping on most orders over $95 in the contiguous US. A specialist can quote a larger or mixed order.

    • New books only, straight from the publisher
    • Volume prices apply automatically in the cart, with no code needed
    • Order at least 10 business days before you need the books (11 from mid-November through December)

    Ask a specialist about a larger or mixed order

    What does Value at Risk, 3rd Ed. cost when I buy for a group?

    Volume pricing applies automatically in your cart, with no code needed. Price per copy: 20 to 99 copies, $73.60 (36% off list); 100 to 249 copies, $70.15 (39% off list); 250 to 499 copies, $65.55 (43% off list); 500 to 999 copies, $60.95 (47% off list); 1,000+ copies, $57.50 (50% off list). Need a different quantity, or a quote to forward for approval? Ask a specialist and we will confirm pricing before you pay.

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