000			02098cam a22003374a 4500
001			14377098
005			20230922104736.0
008			060515s2007 nyua b 001 0 eng
010			_a 2006015513
020			_a9780071464956
035			_a(OCoLC)ocm69104260
035			_a(OCoLC)69104260
040			_aDLC _cIIMV _dBAKER _dC#P _dDLC
042			_apcc
050	0	0	_aHG6024.3 _b.J683 2007
082	0	0	_a658.155 _222
100	1		_aJorion, Philippe, _d1955- _932942
245	1	0	_aValue at risk : _bthe new benchmark for managing financial risk / _cPhilippe Jorion.
250			_a3rd ed.
260			_aNew York : _bMcGraw-Hill, _cc2007.
300			_axvii, 602 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references (p. 573-584) and index.
505	0		_aMotivation -- 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.
650		0	_aFinancial futures. _932943
650		0	_aRisk management. _932944
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0659/2006015513-d.html
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c6036 _d6036