HKSYU Course Resources
MARC Display
LEADER 02478cam a2200625 a 4500
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991006355359707546
005
20220623121925.0
008
070117s2007 nyua b 001 0 eng
010
a| 2006015513
020
a| 0071464956 (hardcover : alk. paper)
020
a| 9780071464956 (hardcover : alk. paper)
024
3
a| 9780071464956
035
a| (HKSYU)b12496613-852hksyu_inst
040
a| DLC
c| DLC
d| BAKER
d| C#P
d| IG#
d| BTCTA
d| YDXCP
d| HUA
d| OrLoB-B
d| HK-SYU
042
a| pcc
050
4
a| HG6024.3
b| .J683 2007
082
0
0
a| 658.15/5
2| 22
092
0
a| 658.155
b| JOR 2007
100
1
a| Jorion, Philippe,
d| 1955-
245
1
0
a| Value at risk :
b| the new benchmark for managing financial risk /
c| Philippe Jorion.
250
a| 3rd ed.
260
a| New York :
b| McGraw-Hill,
c| c2007.
300
a| xvii, 602 p. :
b| ill. ;
c| 24 cm.
504
a| Includes bibliographical references (p. 573-584) and index.
650
0
a| Financial futures.
650
0
a| Risk management.
907
a| b12496613
b| 08-01-22
c| 10-02-09
910
a| ykc
b| mhc
935
a| (HK-SYU)500670779
9| ExL
970
1
1
l| 1
t| The need for risk management
p| 3
970
1
1
l| 2
t| Lessons from financial disasters
p| 31
970
1
1
l| 3
t| VAR-based regulatory capital
p| 49
970
1
1
l| 4
t| Tools for measuring risk
p| 75
970
1
1
l| 5
t| Computing VAR
p| 105
970
1
1
l| 6
t| Backtesting VAR
p| 139
970
1
1
l| 7
t| Portfolio risk : analytical methods
p| 159
970
1
1
l| 8
t| Multivariate models
p| 189
970
1
1
l| 9
t| Forecasting risk and correlations
p| 219
970
1
1
l| 10
t| VAR methods
p| 247
970
1
1
l| 11
t| VAR mapping
p| 277
970
1
1
l| 12
t| Monte Carlo methods
p| 307
970
1
1
l| 13
t| Liquidity risk
p| 333
970
1
1
l| 14
t| Stress testing
p| 357
970
1
1
l| 15
t| Using VAR to measure and control risk
p| 379
970
1
1
l| 16
t| Using VAR for active risk management
p| 403
970
1
1
l| 17
t| VAR and risk budgeting in investment management
p| 425
970
1
1
l| 18
t| Credit risk management
p| 453
970
1
1
l| 19
t| Operational risk management
p| 491
970
1
1
l| 20
t| Integrated risk management
p| 515
970
1
1
l| 21
t| Risk management guidelines and pitfalls
p| 537
970
1
1
l| 22
t| Conclusions
p| 565
998
a| book
b| 05-03-09
c| m
d| a
e| -
f| eng
g| nyu
h| 0
i| 0
945
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN423
945
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN423
945
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| FIN423