Value at Risk, 3rd Ed.

Es jorion, para trabajos de investigación es bueno

Ce livre fait partie des livres incontournables dans l'approche économétrique. Très pratique sur l'approche d'une étude économétrique et les techniques financières.

Excellent book, very intuitive , it gives a beginner a serious introduction.The book is light to read and very intuitive, Professor Jorion makes the link between theory (statistics and probabilities) with market risk measure Var. I prefer this book to Kevin Dowd which is less intuitive and the mathematics is not rigorous.

I used this text for a course designated: Computer Simulation & Risk Assessment. Pairing it with the absolutely awesome program, Matlab, proved to be a difficult, though ultimately enlightening experience. Great book; great class. And the text retains a high residual value, so selling after using is not a bad idea for those not keen on keeping it in their permanent library.

This book is well structured, wonderfully laid out and combines a theory with practical examples in such a way that all is easily understood as well as implemntable.