Elements of Financial Risk Management
  • Release Date : 03 August 2021
  • Publisher : Academic Press
  • Categories : Business & Economics
  • Pages : 326 pages
  • ISBN 13 : 9780123744487
  • ISBN 10 : 0123744482
Score: 4
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Synopsis : Elements of Financial Risk Management written by Peter F. Christoffersen, published by Academic Press which was released on 03 August 2021. Download Elements of Financial Risk Management Books now! Available in PDF, EPUB, Mobi 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

Portfolio Risk Analysis

Portfolio Risk Analysis

Author : Gregory Connor,Lisa R. Goldberg,Robert A. Korajczyk
Publisher : Princeton University Press
Category : Business & Economics
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