Elements of Financial Risk Management

Business & Finance, Personal Finance, Money Management, Finance & Investing, Finance, Nonfiction, Health & Well Being, Self Help
Cover of the book Elements of Financial Risk Management by Peter Christoffersen, Elsevier Science
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Peter Christoffersen ISBN: 9780080922430
Publisher: Elsevier Science Publication: November 10, 2011
Imprint: Academic Press Language: English
Author: Peter Christoffersen
ISBN: 9780080922430
Publisher: Elsevier Science
Publication: November 10, 2011
Imprint: Academic Press
Language: English

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems.

  • Examines market risk, credit risk, and operational risk
  • Provides exceptional coverage of GARCH models
  • Features online Excel-based empirical exercises
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems.

More books from Elsevier Science

Cover of the book Tribology by Peter Christoffersen
Cover of the book Handbook of Glycomics by Peter Christoffersen
Cover of the book Advances in Structure and Activity Relationship of Coumarin Derivatives by Peter Christoffersen
Cover of the book Management of Neurological Disorders by Peter Christoffersen
Cover of the book DSP for Embedded and Real-Time Systems by Peter Christoffersen
Cover of the book International Review of Cell and Molecular Biology by Peter Christoffersen
Cover of the book Process Safety Calculations by Peter Christoffersen
Cover of the book Neurobionics by Peter Christoffersen
Cover of the book Sensors for Mechatronics by Peter Christoffersen
Cover of the book Quantitative MRI of the Spinal Cord by Peter Christoffersen
Cover of the book An Introduction to the Mathematics of Finance by Peter Christoffersen
Cover of the book Metal Semiconductor Core-shell Nanostructures for Energy and Environmental Applications by Peter Christoffersen
Cover of the book Design and Evaluation of Physical Protection Systems by Peter Christoffersen
Cover of the book Contributions to Sensory Physiology by Peter Christoffersen
Cover of the book Ion Channels of Excitable Cells by Peter Christoffersen
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy