Upload File

value at risk philippe jorion

556

Upload: alex-din

Post on 02-Nov-2014

999 views

Category:

Documents


5 download

Report

DESCRIPTION

demo

TRANSCRIPT

Page 1: Value at Risk Philippe Jorion
Page 2: Value at Risk Philippe Jorion
Page 3: Value at Risk Philippe Jorion
Page 4: Value at Risk Philippe Jorion
Page 5: Value at Risk Philippe Jorion
Page 6: Value at Risk Philippe Jorion
Page 7: Value at Risk Philippe Jorion
Page 8: Value at Risk Philippe Jorion
Page 9: Value at Risk Philippe Jorion
Page 10: Value at Risk Philippe Jorion
Page 11: Value at Risk Philippe Jorion
Page 12: Value at Risk Philippe Jorion
Page 13: Value at Risk Philippe Jorion
Page 14: Value at Risk Philippe Jorion
Page 15: Value at Risk Philippe Jorion
Page 16: Value at Risk Philippe Jorion
Page 17: Value at Risk Philippe Jorion
Page 18: Value at Risk Philippe Jorion
Page 19: Value at Risk Philippe Jorion
Page 20: Value at Risk Philippe Jorion
Page 21: Value at Risk Philippe Jorion
Page 22: Value at Risk Philippe Jorion
Page 23: Value at Risk Philippe Jorion
Page 24: Value at Risk Philippe Jorion
Page 25: Value at Risk Philippe Jorion
Page 26: Value at Risk Philippe Jorion
Page 27: Value at Risk Philippe Jorion
Page 28: Value at Risk Philippe Jorion
Page 29: Value at Risk Philippe Jorion
Page 30: Value at Risk Philippe Jorion
Page 31: Value at Risk Philippe Jorion
Page 32: Value at Risk Philippe Jorion
Page 33: Value at Risk Philippe Jorion
Page 34: Value at Risk Philippe Jorion
Page 35: Value at Risk Philippe Jorion
Page 36: Value at Risk Philippe Jorion
Page 37: Value at Risk Philippe Jorion
Page 38: Value at Risk Philippe Jorion
Page 39: Value at Risk Philippe Jorion
Page 40: Value at Risk Philippe Jorion
Page 41: Value at Risk Philippe Jorion
Page 42: Value at Risk Philippe Jorion
Page 43: Value at Risk Philippe Jorion
Page 44: Value at Risk Philippe Jorion
Page 45: Value at Risk Philippe Jorion
Page 46: Value at Risk Philippe Jorion
Page 47: Value at Risk Philippe Jorion
Page 48: Value at Risk Philippe Jorion
Page 49: Value at Risk Philippe Jorion
Page 50: Value at Risk Philippe Jorion
Page 51: Value at Risk Philippe Jorion
Page 52: Value at Risk Philippe Jorion
Page 53: Value at Risk Philippe Jorion
Page 54: Value at Risk Philippe Jorion
Page 55: Value at Risk Philippe Jorion
Page 56: Value at Risk Philippe Jorion
Page 57: Value at Risk Philippe Jorion
Page 58: Value at Risk Philippe Jorion
Page 59: Value at Risk Philippe Jorion
Page 60: Value at Risk Philippe Jorion
Page 61: Value at Risk Philippe Jorion
Page 62: Value at Risk Philippe Jorion
Page 63: Value at Risk Philippe Jorion
Page 64: Value at Risk Philippe Jorion
Page 65: Value at Risk Philippe Jorion
Page 66: Value at Risk Philippe Jorion
Page 67: Value at Risk Philippe Jorion
Page 68: Value at Risk Philippe Jorion
Page 69: Value at Risk Philippe Jorion
Page 70: Value at Risk Philippe Jorion
Page 71: Value at Risk Philippe Jorion
Page 72: Value at Risk Philippe Jorion
Page 73: Value at Risk Philippe Jorion
Page 74: Value at Risk Philippe Jorion
Page 75: Value at Risk Philippe Jorion
Page 76: Value at Risk Philippe Jorion
Page 77: Value at Risk Philippe Jorion
Page 78: Value at Risk Philippe Jorion
Page 79: Value at Risk Philippe Jorion
Page 80: Value at Risk Philippe Jorion
Page 81: Value at Risk Philippe Jorion
Page 82: Value at Risk Philippe Jorion
Page 83: Value at Risk Philippe Jorion
Page 84: Value at Risk Philippe Jorion
Page 85: Value at Risk Philippe Jorion
Page 86: Value at Risk Philippe Jorion
Page 87: Value at Risk Philippe Jorion
Page 88: Value at Risk Philippe Jorion
Page 89: Value at Risk Philippe Jorion
Page 90: Value at Risk Philippe Jorion
Page 91: Value at Risk Philippe Jorion
Page 92: Value at Risk Philippe Jorion
Page 93: Value at Risk Philippe Jorion
Page 94: Value at Risk Philippe Jorion
Page 95: Value at Risk Philippe Jorion
Page 96: Value at Risk Philippe Jorion
Page 97: Value at Risk Philippe Jorion
Page 98: Value at Risk Philippe Jorion
Page 99: Value at Risk Philippe Jorion
Page 100: Value at Risk Philippe Jorion
Page 101: Value at Risk Philippe Jorion
Page 102: Value at Risk Philippe Jorion
Page 103: Value at Risk Philippe Jorion
Page 104: Value at Risk Philippe Jorion
Page 105: Value at Risk Philippe Jorion
Page 106: Value at Risk Philippe Jorion
Page 107: Value at Risk Philippe Jorion
Page 108: Value at Risk Philippe Jorion
Page 109: Value at Risk Philippe Jorion
Page 110: Value at Risk Philippe Jorion
Page 111: Value at Risk Philippe Jorion
Page 112: Value at Risk Philippe Jorion
Page 113: Value at Risk Philippe Jorion
Page 114: Value at Risk Philippe Jorion
Page 115: Value at Risk Philippe Jorion
Page 116: Value at Risk Philippe Jorion
Page 117: Value at Risk Philippe Jorion
Page 118: Value at Risk Philippe Jorion
Page 119: Value at Risk Philippe Jorion
Page 120: Value at Risk Philippe Jorion
Page 121: Value at Risk Philippe Jorion
Page 122: Value at Risk Philippe Jorion
Page 123: Value at Risk Philippe Jorion
Page 124: Value at Risk Philippe Jorion
Page 125: Value at Risk Philippe Jorion
Page 126: Value at Risk Philippe Jorion
Page 127: Value at Risk Philippe Jorion
Page 128: Value at Risk Philippe Jorion
Page 129: Value at Risk Philippe Jorion
Page 130: Value at Risk Philippe Jorion
Page 131: Value at Risk Philippe Jorion
Page 132: Value at Risk Philippe Jorion
Page 133: Value at Risk Philippe Jorion
Page 134: Value at Risk Philippe Jorion
Page 135: Value at Risk Philippe Jorion
Page 136: Value at Risk Philippe Jorion
Page 137: Value at Risk Philippe Jorion
Page 138: Value at Risk Philippe Jorion
Page 139: Value at Risk Philippe Jorion
Page 140: Value at Risk Philippe Jorion
Page 141: Value at Risk Philippe Jorion
Page 142: Value at Risk Philippe Jorion
Page 143: Value at Risk Philippe Jorion
Page 144: Value at Risk Philippe Jorion
Page 145: Value at Risk Philippe Jorion
Page 146: Value at Risk Philippe Jorion
Page 147: Value at Risk Philippe Jorion
Page 148: Value at Risk Philippe Jorion
Page 149: Value at Risk Philippe Jorion
Page 150: Value at Risk Philippe Jorion
Page 151: Value at Risk Philippe Jorion
Page 152: Value at Risk Philippe Jorion
Page 153: Value at Risk Philippe Jorion
Page 154: Value at Risk Philippe Jorion
Page 155: Value at Risk Philippe Jorion
Page 156: Value at Risk Philippe Jorion
Page 157: Value at Risk Philippe Jorion
Page 158: Value at Risk Philippe Jorion
Page 159: Value at Risk Philippe Jorion
Page 160: Value at Risk Philippe Jorion
Page 161: Value at Risk Philippe Jorion
Page 162: Value at Risk Philippe Jorion
Page 163: Value at Risk Philippe Jorion
Page 164: Value at Risk Philippe Jorion
Page 165: Value at Risk Philippe Jorion
Page 166: Value at Risk Philippe Jorion
Page 167: Value at Risk Philippe Jorion
Page 168: Value at Risk Philippe Jorion
Page 169: Value at Risk Philippe Jorion
Page 170: Value at Risk Philippe Jorion
Page 171: Value at Risk Philippe Jorion
Page 172: Value at Risk Philippe Jorion
Page 173: Value at Risk Philippe Jorion
Page 174: Value at Risk Philippe Jorion
Page 175: Value at Risk Philippe Jorion
Page 176: Value at Risk Philippe Jorion
Page 177: Value at Risk Philippe Jorion
Page 178: Value at Risk Philippe Jorion
Page 179: Value at Risk Philippe Jorion
Page 180: Value at Risk Philippe Jorion
Page 181: Value at Risk Philippe Jorion
Page 182: Value at Risk Philippe Jorion
Page 183: Value at Risk Philippe Jorion
Page 184: Value at Risk Philippe Jorion
Page 185: Value at Risk Philippe Jorion
Page 186: Value at Risk Philippe Jorion
Page 187: Value at Risk Philippe Jorion
Page 188: Value at Risk Philippe Jorion
Page 189: Value at Risk Philippe Jorion
Page 190: Value at Risk Philippe Jorion
Page 191: Value at Risk Philippe Jorion
Page 192: Value at Risk Philippe Jorion
Page 193: Value at Risk Philippe Jorion
Page 194: Value at Risk Philippe Jorion
Page 195: Value at Risk Philippe Jorion
Page 196: Value at Risk Philippe Jorion
Page 197: Value at Risk Philippe Jorion
Page 198: Value at Risk Philippe Jorion
Page 199: Value at Risk Philippe Jorion
Page 200: Value at Risk Philippe Jorion
Page 201: Value at Risk Philippe Jorion
Page 202: Value at Risk Philippe Jorion
Page 203: Value at Risk Philippe Jorion
Page 204: Value at Risk Philippe Jorion
Page 205: Value at Risk Philippe Jorion
Page 206: Value at Risk Philippe Jorion
Page 207: Value at Risk Philippe Jorion
Page 208: Value at Risk Philippe Jorion
Page 209: Value at Risk Philippe Jorion
Page 210: Value at Risk Philippe Jorion
Page 211: Value at Risk Philippe Jorion
Page 212: Value at Risk Philippe Jorion
Page 213: Value at Risk Philippe Jorion
Page 214: Value at Risk Philippe Jorion
Page 215: Value at Risk Philippe Jorion
Page 216: Value at Risk Philippe Jorion
Page 217: Value at Risk Philippe Jorion
Page 218: Value at Risk Philippe Jorion
Page 219: Value at Risk Philippe Jorion
Page 220: Value at Risk Philippe Jorion
Page 221: Value at Risk Philippe Jorion
Page 222: Value at Risk Philippe Jorion
Page 223: Value at Risk Philippe Jorion
Page 224: Value at Risk Philippe Jorion
Page 225: Value at Risk Philippe Jorion
Page 226: Value at Risk Philippe Jorion
Page 227: Value at Risk Philippe Jorion
Page 228: Value at Risk Philippe Jorion
Page 229: Value at Risk Philippe Jorion
Page 230: Value at Risk Philippe Jorion
Page 231: Value at Risk Philippe Jorion
Page 232: Value at Risk Philippe Jorion
Page 233: Value at Risk Philippe Jorion
Page 234: Value at Risk Philippe Jorion
Page 235: Value at Risk Philippe Jorion
Page 236: Value at Risk Philippe Jorion
Page 237: Value at Risk Philippe Jorion
Page 238: Value at Risk Philippe Jorion
Page 239: Value at Risk Philippe Jorion
Page 240: Value at Risk Philippe Jorion
Page 241: Value at Risk Philippe Jorion
Page 242: Value at Risk Philippe Jorion
Page 243: Value at Risk Philippe Jorion
Page 244: Value at Risk Philippe Jorion
Page 245: Value at Risk Philippe Jorion
Page 246: Value at Risk Philippe Jorion
Page 247: Value at Risk Philippe Jorion
Page 248: Value at Risk Philippe Jorion
Page 249: Value at Risk Philippe Jorion
Page 250: Value at Risk Philippe Jorion
Page 251: Value at Risk Philippe Jorion
Page 252: Value at Risk Philippe Jorion
Page 253: Value at Risk Philippe Jorion
Page 254: Value at Risk Philippe Jorion
Page 255: Value at Risk Philippe Jorion
Page 256: Value at Risk Philippe Jorion
Page 257: Value at Risk Philippe Jorion
Page 258: Value at Risk Philippe Jorion
Page 259: Value at Risk Philippe Jorion
Page 260: Value at Risk Philippe Jorion
Page 261: Value at Risk Philippe Jorion
Page 262: Value at Risk Philippe Jorion
Page 263: Value at Risk Philippe Jorion
Page 264: Value at Risk Philippe Jorion
Page 265: Value at Risk Philippe Jorion
Page 266: Value at Risk Philippe Jorion
Page 267: Value at Risk Philippe Jorion
Page 268: Value at Risk Philippe Jorion
Page 269: Value at Risk Philippe Jorion
Page 270: Value at Risk Philippe Jorion
Page 271: Value at Risk Philippe Jorion
Page 272: Value at Risk Philippe Jorion
Page 273: Value at Risk Philippe Jorion
Page 274: Value at Risk Philippe Jorion
Page 275: Value at Risk Philippe Jorion
Page 276: Value at Risk Philippe Jorion
Page 277: Value at Risk Philippe Jorion
Page 278: Value at Risk Philippe Jorion
Page 279: Value at Risk Philippe Jorion
Page 280: Value at Risk Philippe Jorion
Page 281: Value at Risk Philippe Jorion
Page 282: Value at Risk Philippe Jorion
Page 283: Value at Risk Philippe Jorion
Page 284: Value at Risk Philippe Jorion
Page 285: Value at Risk Philippe Jorion
Page 286: Value at Risk Philippe Jorion
Page 287: Value at Risk Philippe Jorion
Page 288: Value at Risk Philippe Jorion
Page 289: Value at Risk Philippe Jorion
Page 290: Value at Risk Philippe Jorion
Page 291: Value at Risk Philippe Jorion
Page 292: Value at Risk Philippe Jorion
Page 293: Value at Risk Philippe Jorion
Page 294: Value at Risk Philippe Jorion
Page 295: Value at Risk Philippe Jorion
Page 296: Value at Risk Philippe Jorion
Page 297: Value at Risk Philippe Jorion
Page 298: Value at Risk Philippe Jorion
Page 299: Value at Risk Philippe Jorion
Page 300: Value at Risk Philippe Jorion
Page 301: Value at Risk Philippe Jorion
Page 302: Value at Risk Philippe Jorion
Page 303: Value at Risk Philippe Jorion
Page 304: Value at Risk Philippe Jorion
Page 305: Value at Risk Philippe Jorion
Page 306: Value at Risk Philippe Jorion
Page 307: Value at Risk Philippe Jorion
Page 308: Value at Risk Philippe Jorion
Page 309: Value at Risk Philippe Jorion
Page 310: Value at Risk Philippe Jorion
Page 311: Value at Risk Philippe Jorion
Page 312: Value at Risk Philippe Jorion
Page 313: Value at Risk Philippe Jorion
Page 314: Value at Risk Philippe Jorion
Page 315: Value at Risk Philippe Jorion
Page 316: Value at Risk Philippe Jorion
Page 317: Value at Risk Philippe Jorion
Page 318: Value at Risk Philippe Jorion
Page 319: Value at Risk Philippe Jorion
Page 320: Value at Risk Philippe Jorion
Page 321: Value at Risk Philippe Jorion
Page 322: Value at Risk Philippe Jorion
Page 323: Value at Risk Philippe Jorion
Page 324: Value at Risk Philippe Jorion
Page 325: Value at Risk Philippe Jorion
Page 326: Value at Risk Philippe Jorion
Page 327: Value at Risk Philippe Jorion
Page 328: Value at Risk Philippe Jorion
Page 329: Value at Risk Philippe Jorion
Page 330: Value at Risk Philippe Jorion
Page 331: Value at Risk Philippe Jorion
Page 332: Value at Risk Philippe Jorion
Page 333: Value at Risk Philippe Jorion
Page 334: Value at Risk Philippe Jorion
Page 335: Value at Risk Philippe Jorion
Page 336: Value at Risk Philippe Jorion
Page 337: Value at Risk Philippe Jorion
Page 338: Value at Risk Philippe Jorion
Page 339: Value at Risk Philippe Jorion
Page 340: Value at Risk Philippe Jorion
Page 341: Value at Risk Philippe Jorion
Page 342: Value at Risk Philippe Jorion
Page 343: Value at Risk Philippe Jorion
Page 344: Value at Risk Philippe Jorion
Page 345: Value at Risk Philippe Jorion
Page 346: Value at Risk Philippe Jorion
Page 347: Value at Risk Philippe Jorion
Page 348: Value at Risk Philippe Jorion
Page 349: Value at Risk Philippe Jorion
Page 350: Value at Risk Philippe Jorion
Page 351: Value at Risk Philippe Jorion
Page 352: Value at Risk Philippe Jorion
Page 353: Value at Risk Philippe Jorion
Page 354: Value at Risk Philippe Jorion
Page 355: Value at Risk Philippe Jorion
Page 356: Value at Risk Philippe Jorion
Page 357: Value at Risk Philippe Jorion
Page 358: Value at Risk Philippe Jorion
Page 359: Value at Risk Philippe Jorion
Page 360: Value at Risk Philippe Jorion
Page 361: Value at Risk Philippe Jorion
Page 362: Value at Risk Philippe Jorion
Page 363: Value at Risk Philippe Jorion
Page 364: Value at Risk Philippe Jorion
Page 365: Value at Risk Philippe Jorion
Page 366: Value at Risk Philippe Jorion
Page 367: Value at Risk Philippe Jorion
Page 368: Value at Risk Philippe Jorion
Page 369: Value at Risk Philippe Jorion
Page 370: Value at Risk Philippe Jorion
Page 371: Value at Risk Philippe Jorion
Page 372: Value at Risk Philippe Jorion
Page 373: Value at Risk Philippe Jorion
Page 374: Value at Risk Philippe Jorion
Page 375: Value at Risk Philippe Jorion
Page 376: Value at Risk Philippe Jorion
Page 377: Value at Risk Philippe Jorion
Page 378: Value at Risk Philippe Jorion
Page 379: Value at Risk Philippe Jorion
Page 380: Value at Risk Philippe Jorion
Page 381: Value at Risk Philippe Jorion
Page 382: Value at Risk Philippe Jorion
Page 383: Value at Risk Philippe Jorion
Page 384: Value at Risk Philippe Jorion
Page 385: Value at Risk Philippe Jorion
Page 386: Value at Risk Philippe Jorion
Page 387: Value at Risk Philippe Jorion
Page 388: Value at Risk Philippe Jorion
Page 389: Value at Risk Philippe Jorion
Page 390: Value at Risk Philippe Jorion
Page 391: Value at Risk Philippe Jorion
Page 392: Value at Risk Philippe Jorion
Page 393: Value at Risk Philippe Jorion
Page 394: Value at Risk Philippe Jorion
Page 395: Value at Risk Philippe Jorion
Page 396: Value at Risk Philippe Jorion
Page 397: Value at Risk Philippe Jorion
Page 398: Value at Risk Philippe Jorion
Page 399: Value at Risk Philippe Jorion
Page 400: Value at Risk Philippe Jorion
Page 401: Value at Risk Philippe Jorion
Page 402: Value at Risk Philippe Jorion
Page 403: Value at Risk Philippe Jorion
Page 404: Value at Risk Philippe Jorion
Page 405: Value at Risk Philippe Jorion
Page 406: Value at Risk Philippe Jorion
Page 407: Value at Risk Philippe Jorion
Page 408: Value at Risk Philippe Jorion
Page 409: Value at Risk Philippe Jorion
Page 410: Value at Risk Philippe Jorion
Page 411: Value at Risk Philippe Jorion
Page 412: Value at Risk Philippe Jorion
Page 413: Value at Risk Philippe Jorion
Page 414: Value at Risk Philippe Jorion
Page 415: Value at Risk Philippe Jorion
Page 416: Value at Risk Philippe Jorion
Page 417: Value at Risk Philippe Jorion
Page 418: Value at Risk Philippe Jorion
Page 419: Value at Risk Philippe Jorion
Page 420: Value at Risk Philippe Jorion
Page 421: Value at Risk Philippe Jorion
Page 422: Value at Risk Philippe Jorion
Page 423: Value at Risk Philippe Jorion
Page 424: Value at Risk Philippe Jorion
Page 425: Value at Risk Philippe Jorion
Page 426: Value at Risk Philippe Jorion
Page 427: Value at Risk Philippe Jorion
Page 428: Value at Risk Philippe Jorion
Page 429: Value at Risk Philippe Jorion
Page 430: Value at Risk Philippe Jorion
Page 431: Value at Risk Philippe Jorion
Page 432: Value at Risk Philippe Jorion
Page 433: Value at Risk Philippe Jorion
Page 434: Value at Risk Philippe Jorion
Page 435: Value at Risk Philippe Jorion
Page 436: Value at Risk Philippe Jorion
Page 437: Value at Risk Philippe Jorion
Page 438: Value at Risk Philippe Jorion
Page 439: Value at Risk Philippe Jorion
Page 440: Value at Risk Philippe Jorion
Page 441: Value at Risk Philippe Jorion
Page 442: Value at Risk Philippe Jorion
Page 443: Value at Risk Philippe Jorion
Page 444: Value at Risk Philippe Jorion
Page 445: Value at Risk Philippe Jorion
Page 446: Value at Risk Philippe Jorion
Page 447: Value at Risk Philippe Jorion
Page 448: Value at Risk Philippe Jorion
Page 449: Value at Risk Philippe Jorion
Page 450: Value at Risk Philippe Jorion
Page 451: Value at Risk Philippe Jorion
Page 452: Value at Risk Philippe Jorion
Page 453: Value at Risk Philippe Jorion
Page 454: Value at Risk Philippe Jorion
Page 455: Value at Risk Philippe Jorion
Page 456: Value at Risk Philippe Jorion
Page 457: Value at Risk Philippe Jorion
Page 458: Value at Risk Philippe Jorion
Page 459: Value at Risk Philippe Jorion
Page 460: Value at Risk Philippe Jorion
Page 461: Value at Risk Philippe Jorion
Page 462: Value at Risk Philippe Jorion
Page 463: Value at Risk Philippe Jorion
Page 464: Value at Risk Philippe Jorion
Page 465: Value at Risk Philippe Jorion
Page 466: Value at Risk Philippe Jorion
Page 467: Value at Risk Philippe Jorion
Page 468: Value at Risk Philippe Jorion
Page 469: Value at Risk Philippe Jorion
Page 470: Value at Risk Philippe Jorion
Page 471: Value at Risk Philippe Jorion
Page 472: Value at Risk Philippe Jorion
Page 473: Value at Risk Philippe Jorion
Page 474: Value at Risk Philippe Jorion
Page 475: Value at Risk Philippe Jorion
Page 476: Value at Risk Philippe Jorion
Page 477: Value at Risk Philippe Jorion
Page 478: Value at Risk Philippe Jorion
Page 479: Value at Risk Philippe Jorion
Page 480: Value at Risk Philippe Jorion
Page 481: Value at Risk Philippe Jorion
Page 482: Value at Risk Philippe Jorion
Page 483: Value at Risk Philippe Jorion
Page 484: Value at Risk Philippe Jorion
Page 485: Value at Risk Philippe Jorion
Page 486: Value at Risk Philippe Jorion
Page 487: Value at Risk Philippe Jorion
Page 488: Value at Risk Philippe Jorion
Page 489: Value at Risk Philippe Jorion
Page 490: Value at Risk Philippe Jorion
Page 491: Value at Risk Philippe Jorion
Page 492: Value at Risk Philippe Jorion
Page 493: Value at Risk Philippe Jorion
Page 494: Value at Risk Philippe Jorion
Page 495: Value at Risk Philippe Jorion
Page 496: Value at Risk Philippe Jorion
Page 497: Value at Risk Philippe Jorion
Page 498: Value at Risk Philippe Jorion
Page 499: Value at Risk Philippe Jorion
Page 500: Value at Risk Philippe Jorion
Page 501: Value at Risk Philippe Jorion
Page 502: Value at Risk Philippe Jorion
Page 503: Value at Risk Philippe Jorion
Page 504: Value at Risk Philippe Jorion
Page 505: Value at Risk Philippe Jorion
Page 506: Value at Risk Philippe Jorion
Page 507: Value at Risk Philippe Jorion
Page 508: Value at Risk Philippe Jorion
Page 509: Value at Risk Philippe Jorion
Page 510: Value at Risk Philippe Jorion
Page 511: Value at Risk Philippe Jorion
Page 512: Value at Risk Philippe Jorion
Page 513: Value at Risk Philippe Jorion
Page 514: Value at Risk Philippe Jorion
Page 515: Value at Risk Philippe Jorion
Page 516: Value at Risk Philippe Jorion
Page 517: Value at Risk Philippe Jorion
Page 518: Value at Risk Philippe Jorion
Page 519: Value at Risk Philippe Jorion
Page 520: Value at Risk Philippe Jorion
Page 521: Value at Risk Philippe Jorion
Page 522: Value at Risk Philippe Jorion
Page 523: Value at Risk Philippe Jorion
Page 524: Value at Risk Philippe Jorion
Page 525: Value at Risk Philippe Jorion
Page 526: Value at Risk Philippe Jorion
Page 527: Value at Risk Philippe Jorion
Page 528: Value at Risk Philippe Jorion
Page 529: Value at Risk Philippe Jorion
Page 530: Value at Risk Philippe Jorion
Page 531: Value at Risk Philippe Jorion
Page 532: Value at Risk Philippe Jorion
Page 533: Value at Risk Philippe Jorion
Page 534: Value at Risk Philippe Jorion
Page 535: Value at Risk Philippe Jorion
Page 536: Value at Risk Philippe Jorion
Page 537: Value at Risk Philippe Jorion
Page 538: Value at Risk Philippe Jorion
Page 539: Value at Risk Philippe Jorion
Page 540: Value at Risk Philippe Jorion
Page 541: Value at Risk Philippe Jorion
Page 542: Value at Risk Philippe Jorion
Page 543: Value at Risk Philippe Jorion
Page 544: Value at Risk Philippe Jorion
Page 545: Value at Risk Philippe Jorion
Page 546: Value at Risk Philippe Jorion
Page 547: Value at Risk Philippe Jorion
Page 548: Value at Risk Philippe Jorion
Page 549: Value at Risk Philippe Jorion
Page 550: Value at Risk Philippe Jorion
Page 551: Value at Risk Philippe Jorion
Page 552: Value at Risk Philippe Jorion
Page 553: Value at Risk Philippe Jorion
Page 554: Value at Risk Philippe Jorion
Page 555: Value at Risk Philippe Jorion
Page 556: Value at Risk Philippe Jorion

VaR and Changing Volatility Jorion, Chapter 8 VaR and the Unreal World The Pitfalls of VaR estimates

Pragya 1 - Market Risk.pdf · BACK TESTING VAR Reading: Backtesting VaR (Chapter 6, Philippe Jorion, Value-at-Risk: The New Benchmark for Managing Financial Risk, 3rd Edition(New

Quantitative Risk Analysis of the Futures Company’s …control trading risk effect is remarkable. Jorion ’s (2005) study pointed out that Goldman Sachs, Merrill Lynch, Jorion ’s

Credit Contagion from Counterparty Risk - Bank of Canada · 2010-11-19 · Credit Contagion from Counterparty Risk Philippe Jorion* and Gaiyan Zhang** * Paul Merage School of Business,

Risk Management in the Aftermath of September 11 Philippe ... · Risk Management in the Aftermath of September 11 Philippe Jorion Professor of Finance University of California-Irvine

Philippe Encausse - Le Maitre Philippe de Lyon

Aggarwal & Jorion (2010) - The Performance of Emerging Hedge Funds and Managers

Philippe Starck - RP - Philippe

Blog de Paul Jorion - etienne.chouard.free.fretienne.chouard.free.fr/Europe/messages_recus/Blog_de_Paul_Jorio… · Blog de Paul JORION – catégorie MONNAIE (au 21 novembre 2008)

Gestión del riesgo en em- presas: Duración, Dura- ción ... · En el otro extremo se encuentran los modelos basados en el valor en riesgo (VaR, value at risk )1, (Jorion, 2003),

Managing Market Risk - 證劵暨期貨市場發展基金會webline.sfi.org.tw/.../edd_ftp/VaR/06_ManagingMarketRisk.pdfManaging Market Risk Philippe Jorion 1 Managing Market Risk Philippe

Value at Risk · VALUE AT RISK: The New Benchmark for Managing Financial Risk SECOND EDITION PHILIPPE JORION McGraw-Hill New York San Francisco Washington, D.C. Auckland Bogotá Caracas

Risk and Turnover in the Foreign Exchange Market · Philippe Jorion The foreign exchange market is the largest and fastest-growing financial mar-ket in the world. Yet the microstructure

ERM-INV Model Solutions Fall 2012 1. · Value-at-Risk, Third Edition, The New Benchmark for Managing Financial Risk, Jorion, 2007, chapter 18 . Commentary on Question: The focus of

Value At Risk IEF 217a: Lecture Section 5 Fall 2002 Jorion Chapter 5

Jorion Value at Risk 3ed 2007

Philippe Barbot, Backstage, Éditions Philippe Rey

Growth, Corporate Profitability, and Value Creation Sébastien Boulet, Philippe Gervais et Bruno Lamy

Jorion Var 09

Baselworld 2012 Patek Philippe, Genève Patek Philippe

2000 Jorion Risk Management Lessons From LTCM

Jorion Kockaztatott Ertek Magyar Nyelvu

Measuring Market Risk Philippe Jorion

On Software Architecture, Agility, Cost and Value...Title On Software Architecture, Agility, Cost and Value Author Philippe Kruchten Created Date 5/1/2008 12:00:00 AM

Valeurs et innovation pour une politique RH gagnante par Sandrine Jorion | LIEGE CREATIVE, 24.04.15

Value-at-Risk-BasedRiskManagement: OptimalPoliciesandAssetPrices ·  · 2009-10-08Value-at-Risk-BasedRiskManagement: OptimalPoliciesandAssetPrices SuleymanBasak ... Philippe Jorion,

 · Web viewWord Count: 5968 (as specified, although lengthy, appendices are not part of the word count) ... Some ideas taken from 4.3 of “Value at Risk” by Philippe Jorion (2001,

Jorion ZusaFa

Le dernier qui s'en va éteint la lumière - Paul Jorion

Value Judgments Final 05 - mpra.ub.uni-muenchen.de · Philippe MONGIN** Abstract: The paper analyzes economic evaluations by distinguishing evaluative statements from value judgments

Need for Risk Managementpeople.math.gatech.edu/~peng/6783Spring10/Chap11.pdf · 2010. 1. 3. · Need for Risk Management Example: (from Jorion (2001), Value at Risk) • David Askin

Risk Management Lessons from the Credit Crisis - …risklab.es/es/jornadas/2009/PDF/1-Jorion-RiskManage… ·  · 2009-09-22Risk Management Lessons from the Credit Crisis Philippe

Philippe Manoury Philippe Manoury · 2018-05-17 · Philippe Manoury compositeur Philippe Manoury Philippe Manoury étudie la composition avec Gérard Condé et Marx Deutsch, puis

PHILIPPE DOUSTE-BLAZY Philippe Douste-Blazy MALADIE

Assessing Market Risk by Jorion Philippe