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Jorion, Value at Risk (VaR), 3rd Edition

Solutions Jorion, Value at Risk (VaR), 3rd Edition 2016-06-22

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End-of-Chapter Exercises
  • Chapter 1 has been discontinued but remains an excellent and relevant introduction to the FRM
  • Chapter 14 (Stress Testing) is P1.T4
  • Chapter 6 (Backtesting) and Chapter 11 (VaR Mapping) are P2.T5
  • Chapter 7 (Portfolio Risk) is P2.T8 and remains one of the best introductions to portfolio VaR metrics
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David Harper CFA FRM
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