SKU: 6892673806

Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk

Sale price$87.98 Regular price$97.75
Save 10%

Pay in installments of $24.44 with ShopPay, AfterPay and Klarna

Shipping Estimate
USA
  • USA
  • CAN

Ships within 48 hours · Estimated delivery Aug 17 - Aug 22

Promo Codes Available:

For Your Every Summer RSVP, with Code: SUMMER15

Description

Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial RiskSince 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

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.



    Binding Type: Hardcover
    Publisher: McGraw-Hill Education
    Published: 11/09/2006
    ISBN: 9780071464956
    Pages: 602
    Weight: 2.15lbs
    Size: 9.10h x 6.40w x 1.80d
  • Shipping Notes
    • Free Standard Shipping on $100+ Orders to the USA.
    • Except Preorder products are shipped in 48 hours.
    • Delivery to the USA:
    1. Standard Shipping : 3-10 business days
    • If time is of the essence, please consider selecting expedited delivery for faster service.
    Exchange/Return Notes
    • We offer a 30-day return/exchange service after receiving.
    • Final sale items are not eligible for returns or exchanges.
    • To process your return/exchange, please contact us at [email protected]
    • Please click here for more details>>> Return & Exchange Policy
    SKU: 6892673806

    Discover Niche Categories That Outsell

    Top-Converting Item to Boost Your Average Order

    4.2 ★★★★★
    Based on 20 reviews
    Sort
    Highest Rating
    Newest First
    Oldest First
    Product Reviews
    J
    Verified Purchase
    Jokenyatta Hampton
    Houston, US
    ★★★★★ 5
    Size is right
    Size: X-Small, Color: Deep Grey
    At first I was afraid the tux wouldn't arrive on time for me to see how it fit my son. Now that is has, I realized I was worried for nothing...it fits perfectly!!!! Just follow the size chart. Thank you so much for this inexpensive option!!!!!
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on May 20, 2026
    J
    Verified Purchase
    jessica
    Lake Worth, US
    ★★★★★ 5
    Worth it! Good quality for the price
    Size: Large, Color: Black Collar White, Size: Large, Color: Black Collar White
    Good quality! My husband loved this tux for our elopement, and it looked great on him. We just steamed out the wrinkles, and it looked flawless.
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on March 7, 2026
    J
    Verified Purchase
    jessica thacker
    Battle Creek, US
    ★★★★★ 5
    Great suit
    Size: Medium, Color: Black, Size: Medium, Color: Black
    Suit fit well no wrinkles upon arrival the quality was great
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on April 10, 2026
    M
    Verified Purchase
    M
    Waukegan, US
    ★★★★★ 4
    💜
    my 6’4” husband wore this to our wedding. it looked amazing on him 💜 everything fit pretty good except for the jacket part; that was a little big. it may fit someone who weighs a little more but my husband weighs about 165lbs. we had to tailor it a little bit. other than that, very beautiful suit.
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on December 19, 2025
    T
    Verified Purchase
    Tammie
    Chelsea, US
    ★★★★★ 5
    Nice suite
    Color: Black&red, Size: Small, Color: Black&red, Size: Small
    Delivery was on time. Suit fit perfect I bought it for my son 8th grade dance. It was worth the money and quality was good
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on May 30, 2026

    recommand products