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| ◇ Value At Risk (售缺) ◇ |
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| 類別 |
Financial Management |
| 定價 |
1000 元
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年份 |
2001 |
| 書碼 |
R259 |
ISBN |
0071189041 |
| 作者 |
Jorion |
譯者 |
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| 版次 |
第2版 |
裝訂 |
精裝 |
| 優惠價 |
900 元
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| 教學配件 |
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很抱歉本書目前已無庫存 |
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PART 1 MOTIVATION
Chapter 1 The need for risk management
Chapter 2 Lessons from financial disasters
Chapter 3 Regulatory capital standards with VAR
PART 2 BUILDING BLOCKS
Chapter 4 Measuring financial risk
Chapter 5 Computing value at risk
Chapter 6 Backtesting VAR models
Chapter 7 Portfolio risk:analytical methods
Chapter 8 Forecasting risk and correlations
PART 3 VALUE-AT-RISK SYSTEMS
Chapter 9 VAR methods
Chapter 10 Stress testing
Chapter 11 Implementing delta-normal VAR
Chapter 12 Simulation methods
Chapter 13 Credit risk
Chapter 14 Liquidity risk
PART 4 APPLICATIONS OF RISK-MANAGEMENT SYSTEMS
Chapter 15 Using VAR to measure and control risk
Chapter 16 Using VAR for active risk management
Chapter 17 VAR in investment management
Chapter 18 The technology of risk
Chapter 19 Operational risk management
Chapter 20 Integrated risk management
PART 5 THE RISK-MANAGEMENT PROFESSION
Chapter 21 Risk management:guidelines and pitfalls
Chapter 22 Conclusions |
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PHILIPPE JORION
is currently Professor of Financial at the University of California,Irvine. |
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| 作者 Jorion |
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