Elements of financial risk management / Peter F. Christoffersen.
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TextPublication details: Amsterdam ; London : Academic, c2012Edition: 2nd editionDescription: xvi, 326 p. : ill. (some col.)ISBN: 9780080922430 (ebook)Subject(s): Financial risk management | Business and Management | Personal finance | Investment & securities | Budgeting & financial management | Finance | Management accounting & bookkeepingGenre/Form: Online access: Click here to access online Also available in printed form ISBN 9780123744487Summary: 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. 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.
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Electronic publication | Electronic publication | Available |
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. 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.
Also available in printed form ISBN 9780123744487
Electronic reproduction. Askews and Holts. Mode of access: World Wide Web.
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