Home > Business & Economics > Finance & accounting > Finance > Value at Risk, 3rd Ed.
Value at Risk, 3rd Ed.

Value at Risk, 3rd Ed.

4.9       |  8 Reviews 

International Edition

There is a newer edition of this item:

The essential reference for financial risk management

Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors recent updates to the new two-level Financial Risk Manager (FRM) exam, and is fully supported by GARP as the trusted way to prepare for the rigorous and renowned FRM certification. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams.

Financial Risk Manager Handbook, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion, with the full support of GARP, this definitive guide summarizes the core body of knowledge for financial risk managers.

  • Offers valuable insights on managing market, credit, operational, and liquidity risk
  • Examines the importance of structured products, futures, options, and other derivative instruments
  • Contains new material on extreme value theory, techniques in operational risk management, and corporate risk management

Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM certification program.

Premium quality
Premium quality
Bookswagon upholds the quality by delivering untarnished books. Quality, services and satisfaction are everything for us!
Easy Return
Easy return
Not satisfied with this product! Keep it in original condition and packaging to avail easy return policy.
Certified product
Certified product
First impression is the last impression! Address the book’s certification page, ISBN, publisher’s name, copyright page and print quality.
Secure Checkout
Secure checkout
Security at its finest! Login, browse, purchase and pay, every step is safe and secured.
Money back guarantee
Money-back guarantee:
It’s all about customers! For any kind of bad experience with the product, get your actual amount back after returning the product.
On time delivery
On-time delivery
At your doorstep on time! Get this book delivered without any delay.
Add to Wishlist

About the Book

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include:

  • An increased emphasis on operational risk
  • Using VAR for integrated risk management and to measure economic capital
  • Applications of VAR to risk budgeting in investment management
  • 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 short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students.

    Jorion leaves no stone unturned, addressing the building blocks of VAR from computing and backtesting models to forecasting risk and correlations. He outlines the use of VAR to measure and control risk for trading, for investment management, and for enterprise-wide risk management. He also points out key pitfalls to watch out for in risk-management systems.

    The value-at-risk approach continues to improve worldwide standards for managing numerous types of risk. Now more than ever, professionals can depend on Value at Risk for comprehensive, authoritative counsel on VAR, its application, and its results-and to keep ahead of the curve.

  • Best Sellers

    Product Details
    • ISBN-13: 9780071464956
    • Publisher: McGraw-Hill Education
    • Publisher Imprint: Mcgraw-Hill Education
    • Depth: 44
    • Height: 231 mm
    • No of Pages: 624
    • Series Title: English
    • Sub Title: The New Benchmark for Managing Financial Risk
    • Width: 163 mm
    • ISBN-10: 0071464956
    • Publisher Date: 09 Nov 2006
    • Binding: Hardback
    • Edition: 3
    • Language: English
    • Returnable: N
    • Spine Width: 46 mm
    • Weight: 976 gr

    Similar Products

    How would you rate your experience shopping for books on Bookswagon?

    Add Photo
    Add Photo

    Customer Reviews

    4.9       |  8 Reviews 
    out of (%) reviewers recommend this product
    Top Reviews
    Rating Snapshot
    Select a row below to filter reviews.
    Average Customer Ratings
    4.9       |  8 Reviews 
    00 of 0 Reviews
    Sort by :
    Active Filters

    00 of 0 Reviews
    1–2 of 2 Reviews
      BoxerLover2 - 5 Days ago
      A Thrilling But Totally Believable Murder Mystery

      Read this in one evening. I had planned to do other things with my day, but it was impossible to put down. Every time I tried, I was drawn back to it in less than 5 minutes. I sobbed my eyes out the entire last 100 pages. Highly recommend!

      BoxerLover2 - 5 Days ago
      A Thrilling But Totally Believable Murder Mystery

      Read this in one evening. I had planned to do other things with my day, but it was impossible to put down. Every time I tried, I was drawn back to it in less than 5 minutes. I sobbed my eyes out the entire last 100 pages. Highly recommend!

    Sample text
    Photo of
      Media Viewer

      Sample text
      Reader Type:
      00 of 0 review

      Your review was submitted!
      Value at Risk, 3rd Ed.
      McGraw-Hill Education -
      Value at Risk, 3rd Ed.
      Writing guidlines
      We want to publish your review, so please:
      • keep your review on the product. Review's that defame author's character will be rejected.
      • Keep your review focused on the product.
      • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
      • Refrain from mentioning competitors or the specific price you paid for the product.
      • Do not include any personally identifiable information, such as full names.

      Value at Risk, 3rd Ed.

      Required fields are marked with *

      Review Title*
        Add Photo Add up to 6 photos
        Would you recommend this product to a friend?

        Tag this Book

        Read more
        Does your review contain spoilers?
        What type of reader best describes you?
        I agree to the terms & conditions
        You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.


        These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").

        By submitting any content to Bookswagon, you guarantee that:
        • You are the sole author and owner of the intellectual property rights in the content;
        • All "moral rights" that you may have in such content have been voluntarily waived by you;
        • All content that you post is accurate;
        • You are at least 13 years old;
        • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
        You further agree that you may not submit any content:
        • That is known by you to be false, inaccurate or misleading;
        • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
        • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
        • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
        • For which you were compensated or granted any consideration by any unapproved third party;
        • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
        • That contains any computer viruses, worms or other potentially damaging computer programs or files.
        You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.

        For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy

        All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.


        New Arrivals

        Inspired by your browsing history

        Your review has been submitted!

        You've already reviewed this product!