Elements of Financial Risk Management


Product Information

Product Description

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
Technical Details
Binding
Hardcover
Number of Pages
344
Product group
Book
Label
Academic Press
Edition
2
Publisher
Academic Press
Publication date
December 6, 2011
Author
Peter Christoffersen
Language
English (Published), English (Original Language)
EAN
9780123744487
ISBN-10
0123744482
Item Dimensions L x W x H
6 x 0.7 x 9.1 inches
Item Weight
1.25 pounds
Manufacturer
Academic Press
Studio
Academic Press



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