Normal view MARC view ISBD view

Elements of Financial Risk Management, 2nd Edition / Christoffersen, Peter

By:

Christoffersen, Peter [author]

Contributor(s):

Material type: Text

TextLanguage: Eng Publisher: Academic Press, 2011 Amsterdam :Edition: Second editionDescription: 1 online resource (344 pages)Content type:

text

Media type:

computer

Carrier type:

online resource

Subject(s):

Risk management

Online resources:

Connect to resource

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 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

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Home library	Shelving location	Call number	Copy number	Status	Date due	Barcode
Books	Harare Institute of Technology Main Library	Harare Institute of Technology Main Library	General Collection	HD61 CHR (Browse shelf(Opens below))	1	Available		BK0013803

Browsing Harare Institute of Technology Main Library shelves, Shelving location: General Collection Close shelf browser (Hides shelf browser)

Previous				No cover image available			No cover image available	Next
Previous	HD58.9 LUC The passionate organization : igniting the fire of employee commitment /	HD60 CHO Values-Centered Entrepreneurs and Their Companies /	HD60 KEO Social entrepreneurship for the 21st century : innovation across the nonprofit, private, and public sectors /	HD61 CHR Elements of Financial Risk Management, 2nd Edition /	HD61 MON Enterprise risk management : a methodology for achieving strategic objectives /	HD62 SUD International business /	HD62.15 JAI Quality control and total quality management /	Next

Available to OhioLINK libraries

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

Made available through: Safari, an O'Reilly Media Company

There are no comments on this title.

to post a comment.