TY  - BOOK
AU  - Jorion,Philippe
TI  - Value at risk : : the new benchmark for managing financial risk 
SN  - 0071355022
U1  - 658.15  21.
PY  - 2001///
CY  - New York : 
PB  - McGraw-Hill, 
KW  - Futuros financieros
KW  - Mercado financiero
KW  - Administración de riesgos
N1  - Incluye referencias bibliográficas (páginas 521-530) e índice; Part one: Motivation: Chapter 1. Need for risk management ; Chapter 2: Lessons from financial disasters ; Chapter 3: Regulatory capital standards with VAR – Part two 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 risks and correlations – Part three: 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 four 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: Technology of risk ; Chapter 19: Operational risk management ; Chapter 20: Integrated risk management -- Part five: The risk-management profession: Chapter 21: Risk management: guidelines and Pitfalls ; Chapter 22: Conclusions
ER  -