Elements of Financial Risk Management

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

Produk Detail:

  • Author : Peter F. Christoffersen
  • Publisher : Academic Press
  • Pages : 326 pages
  • ISBN : 0123744482
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKElements of Financial Risk Management

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter F. Christoffersen
  • Publisher : Academic Press
  • Release : 09 March 2021
GET THIS BOOKElements of Financial Risk Management

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,

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Elsevier
  • Release : 04 September 2003
GET THIS BOOKElements of Financial Risk Management

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 the companion website. It presents step-by-step approaches as a means to solve problems. This book is intended for three types of readers with an interest in financial risk management. First,

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release : 05 August 2003
GET THIS BOOKElements of Financial Risk Management

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 the companion website. It presents step-by-step approaches as a means to solve problems. This book is intended for three types of readers with an interest in financial risk management. First,

Elements of Financial Risk Management, 2nd Edition

Elements of Financial Risk Management, 2nd Edition
  • Author : Peter Christoffersen
  • Publisher : Unknown Publisher
  • Release : 09 March 2021
GET THIS BOOKElements of Financial Risk Management, 2nd Edition

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,

Handbook of Financial Risk Management

Handbook of Financial Risk Management
  • Author : Thierry Roncalli
  • Publisher : CRC Press
  • Release : 23 April 2020
GET THIS BOOKHandbook of Financial Risk Management

Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with

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Financial Risk Forecasting
  • Author : Jon Danielsson
  • Publisher : John Wiley & Sons
  • Release : 20 April 2011
GET THIS BOOKFinancial Risk Forecasting

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear

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Financial Risk Management
  • Author : Allan M. Malz
  • Publisher : John Wiley & Sons
  • Release : 13 September 2011
GET THIS BOOKFinancial Risk Management

Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard

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Volatility and Correlation
  • Author : Riccardo Rebonato
  • Publisher : John Wiley & Sons
  • Release : 08 July 2005
GET THIS BOOKVolatility and Correlation

In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the ‘perfect-replication’ approach to derivatives pricing, with special attention given to

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Portfolio Risk Analysis
  • Author : Gregory Connor,Lisa R. Goldberg,Robert A. Korajczyk
  • Publisher : Princeton University Press
  • Release : 15 March 2010
GET THIS BOOKPortfolio Risk Analysis

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the

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  • Author : Jean-Philippe Bouchaud,Marc Potters
  • Publisher : Cambridge University Press
  • Release : 11 December 2003
GET THIS BOOKTheory of Financial Risk and Derivative Pricing

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear

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Handbook of Financial Time Series
  • Author : Torben Gustav Andersen,Richard A. Davis,Jens-Peter Kreiß,Thomas V. Mikosch
  • Publisher : Springer Science & Business Media
  • Release : 21 April 2009
GET THIS BOOKHandbook of Financial Time Series

The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.

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Value and Risk Management
  • Author : Michael F. Dallas
  • Publisher : John Wiley & Sons
  • Release : 15 April 2008
GET THIS BOOKValue and Risk Management

Published on behalf of the Chartered Institute of Building and endorsed by a range of construction industry institutes, this book explains the underlying concepts of value and risk, and how they relate to one another. It describes the different issues to be addressed in a variety of circumstances and at all stages of a project's life and reviews a number of commonly used and effective techniques, showing how these may be adapted to suit individuals' styles and circumstances. * Published on

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  • Author : Bent Flyvbjerg,BT Professor and Chair of Major Programme Management Bent Flyvbjerg,Nils Bruzelius,Werner Rothengatter
  • Publisher : Cambridge University Press
  • Release : 13 February 2003
GET THIS BOOKMegaprojects and Risk

Megaprojects and Risk provides the first detailed examination of the phenomenon of megaprojects. It is a fascinating account of how the promoters of multi-billion dollar megaprojects systematically and self-servingly misinform parliaments, the public and the media in order to get projects approved and built. It shows, in unusual depth, how the formula for approval is an unhealthy cocktail of underestimated costs, overestimated revenues, undervalued environmental impacts and overvalued economic development effects. This results in projects that are extremely risky, but

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  • Author : Turan G. Bali,Robert F. Engle,Scott Murray
  • Publisher : John Wiley & Sons
  • Release : 26 February 2016
GET THIS BOOKEmpirical Asset Pricing

“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional.” Eugene Fama, Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago and 2013 Nobel Laureate in Economic Sciences “The empirical analysis of the cross-section of stock returns is a monumental achievement of half a century of finance research. Both the established facts

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  • Author : Emmanuel Jurczenko
  • Publisher : Elsevier
  • Release : 24 November 2015
GET THIS BOOKRisk-Based and Factor Investing

This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining