Elements of Financial Risk Management

Peter Christoffersen

ISBN 10: 0128102357 / ISBN 13: 9780128102350

Published by Elsevier Inc, 2016

About this Item

Elements of Financial Risk Management | Peter Christoffersen | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2016 | Elsevier Inc | EAN 9780128102350 | Verantwortliche Person für die EU: Zeitfracht Medien GmbH, Ferdinand-Jühlke-Str. 7, 99095 Erfurt, produktsicherheit[at]zeitfracht[dot]de | Anbieter: preigu.

Seller Inventory # 126702576

Bibliographic Details

• Title: Elements of Financial Risk Management
• Publisher: Elsevier Inc
• Publication Date: 2016
• Language: English
• ISBN 10: 0128102357
• ISBN 13: 9780128102350
• Binding: Taschenbuch
• Edition: 2nd Edition
• Condition: Neu
• Dimensions: 229W x 152H x 18D millimeters 229 millimeters width by 152 millimeters height by 18 millimeters depth
• Weight: 462 grams
• Seller catalogs:
  • Bücher

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.