简介 Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresse...展开短评 打开App写短评 JFan2012-12-22 00:56:37 挺系统全面的,不错的尝试,所有方法都不是完美的。 0 Conficlown2012-10-05...
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 ...
Value at Risk 作者:Philippe Jorion 出版社:McGraw-Hill Education 副标题:The New Benchmark for Managing Financial Risk, 3rd Edition 出版年:2006-11-9 页数:624 定价:USD 90.00 装帧:Hardcover ISBN:9780070700420 豆瓣评分 目前无人评价 评价: 写笔记...
Value At Risk7.5 1人评价 Philippe Jorion / Irwin Professional Pub / 332页 / Hardcover / USD 71.95 / 1996-8-1 想读 在读 读过 查看更多豆瓣高分好书 金庸 莫言 诗词 企业 社会学 儿童文学 言情 东野圭吾 推荐Value At Risk的豆列 Quants booklist - Risk Management & VAR ...
management and international finance Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks integrated throughout the book Short questions and exercises now included at the end of each chapter; this added pedagogy promises to increase the book's academic appeal...
s book provides a comprehensive treatment of the concept of Value at Risk, tailored towards the needs of professionals and MBA students. Much em- phasis is put on the implementation and use of Value at Risk in a risk management framework as well as the Basel regulations. The book also ...
(in reality, a takeover of UBS by Swiss Bank; the merged entity was named UBS) was the discovery of a multi-million loss on UBS’s currency options trading book, which senior management had been unaware of right up until its discovery. In any case, shareholders of banks now demand ...
CHAPTER 3 Value-at-Risk Value at Risk (VaR) is a technique for analyzing portfolio market risk based on a known—or at least posited—return model. VaR has dreadful limitations, both as … - Selection from Financial Risk Management: Models, History, and
市场风险的度方法Value-at-Risk(VaR).ppt,第六章 市场风险的测度方法—Value-at-Risk(VaR) 主要内容: 第一节、引言 第二节、 VaR的基本概念 第三节、独立同分布正态收益率下的VaR 第四节、放宽独立同分布正态收益率假设下的VaR 第一节、引言 一、为什么要测度市场风险?