Elements of Financial Risk Management

Written By Peter F. Christoffersen
Elements of Financial Risk Management
  • Publsiher : Academic Press
  • Release : 02 August 2021
  • ISBN : 0123744482
  • Pages : 326 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Elements of Financial Risk Management written by Peter F. Christoffersen which was release on 02 August 2021, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: 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
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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 ...

Key Elements of Financial Risk Management and Derivatives

Key Elements of Financial Risk Management and Derivatives
  • Author : Jeo Lee
  • Publisher : Unknown
  • Release Date : 2011
  • Total pages : 266
  • ISBN : 0123744482
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Summary : Download or read online Key Elements of Financial Risk Management and Derivatives written by Jeo Lee, published by which was released on 2011. Get Key Elements of Financial Risk Management and Derivatives Books now! Available in PDF, ePub and Kindle....

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 ...

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

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 ...

Financial Risk Management

Financial Risk Management
  • Author : Frank J. Fabozzi
  • Publisher : John Wiley and Sons
  • Release Date : 2010-12-16
  • Total pages : 23
  • ISBN : 0123744482
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Summary : Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Financial Risk Management examines the essential elements of this discipline and makes them accessible to a wide array of readers-from seasoned veterans looking for a review to newcomers needing to get their footing in finance. Financial risk ...

Sustainability and Financial Risks

Sustainability and Financial Risks
  • Author : Marco Migliorelli
  • Publisher : Springer Nature
  • Release Date : 2021-08-02
  • Total pages : 212
  • ISBN : 0123744482
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Summary : Download or read online Sustainability and Financial Risks written by Marco Migliorelli, published by Springer Nature which was released on . Get Sustainability and Financial Risks Books now! Available in PDF, ePub and Kindle....

Handbook of Integrated Risk Management for E Business

Handbook of Integrated Risk Management for E Business
  • Author : Abderrahim Labbi
  • Publisher : J. Ross Publishing
  • Release Date : 2005-11-09
  • Total pages : 318
  • ISBN : 0123744482
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Summary : “This book provides a recipe for the practical application of technology and is one of the first instances where the tools and technologies that allow for the implementation of solutions to solve specific problems are actually outlined.” --Dr. Krishna Nathan, Vice President, IBM Research This ground-breaking book integrates converging views ...

Quantitative Risk Management Website

Quantitative Risk Management    Website
  • Author : Thomas S. Coleman
  • Publisher : John Wiley & Sons
  • Release Date : 2012-05-08
  • Total pages : 558
  • ISBN : 0123744482
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Summary : State of the art risk management techniques andpractices—supplemented with interactive analytics All too often risk management books focus on risk measurementdetails without taking a broader view. Quantitative RiskManagement delivers a synthesis of common sense managementtogether with the cutting-edge tools of modern theory. This bookpresents a road map for tactical ...

Financial Risk Management in Banking

Financial Risk Management in Banking
  • Author : Dennis G. Uyemura,Donald R. Van Deventer
  • Publisher : Probus Publishing Company
  • Release Date : 1993
  • Total pages : 361
  • ISBN : 0123744482
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Summary : Presents an in-depth review of the tremendous risk and volatility in bank financial management. This book provides a comprehensive overview of aggressive asset and liability management (ALM) and demonstrates how ALM can strengthen the capital position of a financial institution....

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....

Capital Markets

Capital Markets
  • Author : Frank J. Fabozzi
  • Publisher : MIT Press
  • Release Date : 2015-10-23
  • Total pages : 1049
  • ISBN : 0123744482
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Summary : The substantially revised fifth edition of a textbook covering the wide range of instruments available in financial markets, with a new emphasis on risk management. Over the last fifty years, an extensive array of instruments for financing, investing, and controlling risk has become available in financial markets, with demand for ...

Capital Markets Fifth Edition

Capital Markets  Fifth Edition
  • Author : Frank J. Fabozzi
  • Publisher : MIT Press
  • Release Date : 2015-10-23
  • Total pages : 1088
  • ISBN : 0123744482
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Summary : The substantially revised fifth edition of a textbook covering the wide range of instruments available in financial markets, with a new emphasis on risk management. Over the last fifty years, an extensive array of instruments for financing, investing, and controlling risk has become available in financial markets, with demand for ...

Counterparty Credit Risk

Counterparty Credit Risk
  • Author : Jon Gregory
  • Publisher : John Wiley & Sons
  • Release Date : 2010-01-26
  • Total pages : 448
  • ISBN : 0123744482
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Summary : The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, ...

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 ...