TY  - BOOK
AU  - Jorion,Philippe
TI  - Value at risk: the new benchmark for managing financial risk 
SN  - 9780071464956
AV  - HG6024.3 .J683 2007
U1  - 658.155 22
PY  - 2007///
CY  - New York
PB  - McGraw-Hill
KW  - Financial futures
KW  - Risk management
N1  - Includes bibliographical references (p. 573-584) and index; 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
UR  - http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html
UR  - http://www.loc.gov/catdir/enhancements/fy0659/2006015513-d.html
ER  -