Elements of financial risk management / Peter F. Christoffersen.
Material type: TextPublication details: Amsterdam ; London : Academic, c2012Edition: 2nd editionDescription: xvi, 326 p. : ill. (some col.) ; 24 cmISBN: 9780123744487 (hbk.) :; 0123744482 (hbk.) :; 0128102357 (pbk.)Subject(s): Financial risk managementDDC classification: 658.1'55 Summary: 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.Item type | Current library | Home library | Shelving location | Class number | Status | Date due | Barcode | Item reservations | |
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Book | Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.155 CHR (Browse shelf(Opens below)) | Available | 06565611 | |||
Book | Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.155 CHR (Browse shelf(Opens below)) | Available | 06570437 | |||
Book | Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.155 CHR (Browse shelf(Opens below)) | Available | 06243045 | |||
Book | Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.155 CHR (Browse shelf(Opens below)) | Available | 06204716 | |||
Book | Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.155 CHR (Browse shelf(Opens below)) | Available | 06204724 | |||
Book | Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.155 CHR (Browse shelf(Opens below)) | Available | 05876052 |
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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.
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