Elements of financial risk management /
Christoffersen, Peter F.
Elements of financial risk management / Peter F. Christoffersen. - 2nd edition. - Amsterdam ; London : Academic, c2012. - xvi, 326 p. : ill. (some col.) ; 24 cm.
Previous ed.: 2003.
Includes bibliographical references and index.
Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. This title focuses on implementation, especially techniques which facilitate 'bridging the gap' between standard textbooks on risk and real-life risk management systems.
Specialized.
9780123744487 (hbk.) : £42.99 0123744482 (hbk.) : £42.99 0128102357 (pbk.)
Financial risk management.
658.1'55
Elements of financial risk management / Peter F. Christoffersen. - 2nd edition. - Amsterdam ; London : Academic, c2012. - xvi, 326 p. : ill. (some col.) ; 24 cm.
Previous ed.: 2003.
Includes bibliographical references and index.
Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. This title focuses on implementation, especially techniques which facilitate 'bridging the gap' between standard textbooks on risk and real-life risk management systems.
Specialized.
9780123744487 (hbk.) : £42.99 0123744482 (hbk.) : £42.99 0128102357 (pbk.)
Financial risk management.
658.1'55