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 3 - Aug 8

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

    4.4 ★★★★★
    Based on 9 reviews
    Sort
    Highest Rating
    Newest First
    Oldest First
    Product Reviews
    M
    Verified Purchase
    Maidelyn Diaz
    Whiting, US
    ★★★★★ 5
    Es muy elegante
    Color: 3316:white band white dial
    The OUPINKE Automatic Two-Tone Skeleton Watch is a stylish timepiece that blends luxury design with mechanical craftsmanship. Its gold and silver stainless steel construction gives it an elegant, premium look suitable for both formal and casual occasions. Design & Appearance: This watch stands out with its two-tone bracelet and gold-accented bezel, creating a bold and sophisticated aesthetic. The dial features crystal-style hour markers, multiple subdials, and a visible skeleton window at the bottom that showcases the internal movement. These details add a high-end feel often associated with more expensive watches. Movement & Performance: It uses an automatic mechanical movement, which means it winds itself through the motion of your wrist—no battery required. This is a major advantage for watch enthusiasts who appreciate traditional watchmaking. The watch also includes useful calendar features such as day, date, and month indicators. Build Quality: The stainless steel case and bracelet feel solid and durable. The polished finish enhances its luxury appeal, although like most polished watches, it may show fingerprints or small scratches over time. Comfort: Despite its robust design, the watch is comfortable to wear. The bracelet is well-balanced, and the clasp keeps it secure on the wrist.
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on February 18, 2026
    G
    Verified Purchase
    GJK
    Los Angeles, US
    ★★★★★ 5
    Exceptional quality
    I have only had the watch for a few days, but Oupinke watches are very high quality. It keeps time very well and serves as an attention grabber. Great value for the money. It isn't easy to determine where it was made, but it is a Chinese company. Don't stop there with preconceived ideas about cheap products and low quality from China. These watches are exceptional, high-end, and dedicated to creating a brand that endures and stands for quality, rather than simply turning a profit. I would put this watch against those that cost 3-4 times as much. If you are a watch enthusiast, they are worth adding to your collection.
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on June 17, 2025
    S
    Verified Purchase
    Scott Mead
    Chelsea, US
    ★★★★★ 5
    Value
    Color: GZ3255Z:Two tone band&Blue dial
    Higher quality than I expected, especially for the price. I have recieved lots of compliments, but I have never told anyone what I paid for it. I use it for a daily wear, and when I go out for dinner.
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on August 2, 2025
    T
    Verified Purchase
    Texas
    Massapequa, US
    ★★★★★ 5
    Good Watch - Hard To Adjust Band
    The good: Good quality. Keeps accurate time. The not so good: The not so good is not a problem with the watch but a problem with adjusting the metal band. And that is not the band's fault. That's my fault. To adjust the band so it fits the wrist one must take out links in the band. A tool comes with the watch to aid link removal. I just could not do it. So I replaced this band with another metal band that has a quick adjust magnetic closure.
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on May 4, 2024
    I
    Verified Purchase
    Ivan Rozo
    Battle Creek, US
    ★★★★★ 1
    Es una estafa
    Color: G3255:Silver band&Blue dial
    Re malo me robaron mi plata Se dañó a la semana
    WAS THIS REVIEW HELPFUL?YesReportShare
    Reviewed in the United States on June 3, 2026

    recommand products