Elements of Financial Risk Management

Christoffersen, Peter

ISBN 10: 0128102357 / ISBN 13: 9780128102350

Published by Academic Press, 2016

About this Item

Unread book in perfect condition.

Seller Inventory # 28944469

Bibliographic Details

• Title: Elements of Financial Risk Management
• Publisher: Academic Press
• Publication Date: 2016
• Language: English
• ISBN 10: 0128102357
• ISBN 13: 9780128102350
• Binding: Soft cover
• Edition: 2nd Edition
• Condition: As New

About this title

Synopsis

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.

• Examines market risk, credit risk, and operational risk
• Provides exceptional coverage of GARCH models
• Features online Excel-based empirical exercises

About the Author

Peter Christoffersen is the TMX Chair in Capital Markets and a Fellow of the Bank of Canada. He publishes in empirical asset pricing and financial econometrics and is the author of Elements of Financial Risk Management. He serves as an Associate Editor of the Journal of Derivatives. Peter has won research awards from AIMA Canada and the Q-Group. He previously taught at McGill University and worked at the IMF.