Elements of Financial Risk Management

Written By Peter F. Christoffersen
Elements of Financial Risk Management
  • Publsiher : Academic Press
  • Release : 25 July 2021
  • ISBN : 0123744482
  • Pages : 326 pages
  • Rating : /5 from reviews
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Download or read book entitled Elements of Financial Risk Management by author: Peter F. Christoffersen which was release on 25 July 2021 and published by Academic Press with total page 326 pages . This book available in PDF, EPUB and Kindle Format. 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. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, 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

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter F. Christoffersen
  • Publisher : Academic Press
  • Release Date : 2012
  • Total pages : 326
  • ISBN : 0123744482
GET BOOK

Summary : 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 ...

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release Date : 2011-11-10
  • Total pages : 344
  • ISBN : 0123744482
GET BOOK

Summary : 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 ...

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release Date : 2003-08-05
  • Total pages : 214
  • ISBN : 0123744482
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Summary : Elements of Financial Risk Management offers an introduction to modern risk management. It focuses on implementation, especially recent techniques which facilitate bridging the gap between standard textbooks on risk and real-life risk management systems. It identifies key features of risk asset returns and captures them in tractable statistical models in ...

Elements of Financial Risk Management 2nd Edition

Elements of Financial Risk Management  2nd Edition
  • Author : Peter Christoffersen
  • Publisher : Unknown
  • Release Date : 2011
  • Total pages : 344
  • ISBN : 0123744482
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Summary : 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 ...

Model Risk in Financial Markets

Model Risk in Financial Markets
  • Author : Radu Tunaru
  • Publisher : World Scientific
  • Release Date : 2015-06-08
  • Total pages : 384
  • ISBN : 0123744482
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Summary : The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political events. Losses caused by ...

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release Date : 2019-04-15
  • Total pages : 400
  • ISBN : 0123744482
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Summary : Elements of Financial Risk Management: A Buyside Perspective Using Excel and MATLAB, Third Edition focuses on the implementation of techniques that help students and practitioners bridge the gap between standard textbooks on risk and real-life risk management systems. Without a highly sophisticated quant background, readers can understand its detailed and ...

Extreme Events in Finance

Extreme Events in Finance
  • Author : Francois Longin
  • Publisher : John Wiley & Sons
  • Release Date : 2016-09-21
  • Total pages : 640
  • ISBN : 0123744482
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Summary : A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) ...

Essential Mathematics for Market Risk Management

Essential Mathematics for Market Risk Management
  • Author : Simon Hubbert
  • Publisher : John Wiley & Sons
  • Release Date : 2012-01-17
  • Total pages : 350
  • ISBN : 0123744482
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Summary : Everything you need to know in order to manage risk effectively within your organization You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can ...

Sustainability and Financial Risks

Sustainability and Financial Risks
  • Author : Marco Migliorelli
  • Publisher : Springer Nature
  • Release Date : 2021-07-25
  • Total pages : 212
  • ISBN : 0123744482
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Summary : Read online Sustainability and Financial Risks written by Marco Migliorelli, published by Springer Nature which was released on . Download full Sustainability and Financial Risks Books now! Available in PDF, ePub and Kindle....

Handbook of Economic Forecasting

Handbook of Economic Forecasting
  • Author : Graham Elliott,Allan Timmermann
  • Publisher : Elsevier
  • Release Date : 2013-08-23
  • Total pages : 672
  • ISBN : 0123744482
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Summary : The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2...

Shipping Derivatives and Risk Management

Shipping Derivatives and Risk Management
  • Author : A. Alizadeh,N. Nomikos
  • Publisher : Palgrave Macmillan
  • Release Date : 2009-04-28
  • Total pages : 499
  • ISBN : 0123744482
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Summary : A comprehensive book on shipping derivatives and risk management which covers the theoretical and practical aspects of financial risk in shipping. The book provides a thorough overview of the practice of risk management in shipping with the use of theoretical examples and real-life applications....

Corporate Risk Management

Corporate Risk Management
  • Author : Georges Dionne
  • Publisher : Wiley
  • Release Date : 2019-04-30
  • Total pages : 416
  • ISBN : 0123744482
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Summary : An updated review of the theories and applications of corporate risk management After the financial crisis of 2008, issues concerning corporate risk management arose that demand new levels of oversight. Corporate Risk Management is an important guide to the topic that puts the focus on the corporate finance dimension of risk ...

Empirical Finance for Finance and Banking

Empirical Finance for Finance and Banking
  • Author : Robert Sollis
  • Publisher : John Wiley & Sons
  • Release Date : 2012-02-06
  • Total pages : 358
  • ISBN : 0123744482
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Summary : Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master’s degrees in finance and banking, it is also suitable for students and researchers in other ...

Rational Investing

Rational Investing
  • Author : Hugues Langlois,Jacques Lussier
  • Publisher : Columbia University Press
  • Release Date : 2017-03-07
  • Total pages : 240
  • ISBN : 0123744482
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Summary : Many investors believe that success in investing is either luck or clairvoyance. In Rational Investing, finance professor Hugues Langlois and asset manager Jacques Lussier present the current state of asset management and clarify the conundrum of luck versus skill. The core of Rational Investing is a framework for smart investing ...

Journal of ECONOMICS BUSINESS

Journal of ECONOMICS   BUSINESS
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 212
  • ISBN : 0123744482
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Summary : Read online Journal of ECONOMICS BUSINESS written by , published by which was released on 2004. Download full Journal of ECONOMICS BUSINESS Books now! Available in PDF, ePub and Kindle....