Elements of Financial Risk Management

Written By Peter F. Christoffersen
Elements of Financial Risk Management
  • Publsiher : Academic Press
  • Release : 11 April 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 11 April 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 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 ...

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  • Publisher : John Wiley & Sons
  • Release Date : 2016-10-17
  • 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) ...

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  • Release Date : 2013-02-08
  • Total pages : 872
  • ISBN : 0123744482
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Summary : The 12 articles in this second of two parts condense recent advances on investment vehicles, performance measurement and evaluation, and risk management into a coherent springboard for future research. Written by world leaders in asset pricing research, they present scholarship about the 2008 financial crisis in contexts that highlight both continuity and ...

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  • Release Date : 2004
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  • ISBN : 0123744482
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Summary : Read online Journal of Economic Theory written by Karl Shell,Jess Benhabib, published by which was released on 2004. Download full Journal of Economic Theory Books now! Available in PDF, ePub and Kindle....

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  • 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....

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  • Publisher : Princeton University Press
  • Release Date : 2010-03-15
  • Total pages : 400
  • ISBN : 0123744482
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Summary : Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. ...

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  • Author : Anonim
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  • Release Date : 2008
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Summary : Read online Multinational Finance Journal written by , published by which was released on 2008. Download full Multinational Finance Journal Books now! Available in PDF, ePub and Kindle....

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Summary : Read online journal of economic theroy written by , published by which was released on 2003. Download full journal of economic theroy Books now! Available in PDF, ePub and Kindle....

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  • Author : ScienceDirect (Service en ligne)
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 212
  • ISBN : 0123744482
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Summary : Read online Journal of international money and finance written by ScienceDirect (Service en ligne), published by which was released on 2004. Download full Journal of international money and finance Books now! Available in PDF, ePub and Kindle....

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  • Release Date : 2004
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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....

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  • Author : Anonim
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  • Release Date : 2004
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Summary : Contains abstracts only, 1993-1994; articles, 1995-...

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  • Author : Society for Long Range Planning
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  • Release Date : 2004
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Summary : Read online Long Range Planning written by Society for Long Range Planning, published by which was released on 2004. Download full Long Range Planning Books now! Available in PDF, ePub and Kindle....

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Summary : Read online Journal of Econometrics Volume 122 Issue 1 written by , published by which was released on 2004. Download full Journal of Econometrics Volume 122 Issue 1 Books now! Available in PDF, ePub and Kindle....