Elements of Financial Risk Management - Softcover

Christoffersen, Peter

 
9780128102350: Elements of Financial Risk Management
Softcover
ISBN 10: 0128102357 ISBN 13: 9780128102350
Verlag: Academic Press, 2016

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Academic Press
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
0128102357
ISBN 13 
9780128102350
Einband
Taschenbuch
Auflage
2
Anzahl der Seiten
344
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Erfurt
99095
Deutschland

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