Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Release Date : 22 November 2011
  • Publisher : Academic Press
  • Genre : Business & Economics
  • Pages : 346
  • ISBN 13 : 9780123744487

Elements of Financial Risk Management Book 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

Elements of Financial Risk Management

Elements of Financial Risk Management

Author : Peter Christoffersen
Publisher : Academic Press
Genre : Business & Economics
Total View : 6384 Views
File Size : 51,7 Mb
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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
Genre : Business & Economics
Total View : 4587 Views
File Size : 44,5 Mb
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Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. Currently, more than eighty commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having to choose from this plethora of risk ...

Elements of Financial Risk Management

Elements of Financial Risk Management

Author : Peter Christoffersen
Publisher : Academic Press
Genre : Business & Economics
Total View : 8151 Views
File Size : 54,7 Mb
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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 ...

Elements of Financial Risk Management

Elements of Financial Risk Management

Author : Peter Christoffersen
Publisher : Academic Press
Genre : Business & Economics
Total View : 6666 Views
File Size : 43,5 Mb
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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 ...

The Known  the Unknown  and the Unknowable in Financial Risk Management

The Known the Unknown and the Unknowable in Financial Risk Management

Author : Francis X. Diebold,Neil A. Doherty,Richard J. Herring
Publisher : Princeton University Press
Genre : Business & Economics
Total View : 5139 Views
File Size : 46,7 Mb
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A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk managers, executives, ...

Handbook of Financial Risk Management

Handbook of Financial Risk Management

Author : Thierry Roncalli
Publisher : CRC Press
Genre : Business & Economics
Total View : 2022 Views
File Size : 42,8 Mb
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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 ...

Volatility and Correlation

Volatility and Correlation

Author : Riccardo Rebonato
Publisher : John Wiley & Sons
Genre : Business & Economics
Total View : 906 Views
File Size : 43,8 Mb
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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 ...

Model Risk in Financial Markets

Model Risk in Financial Markets

Author : Radu Tunaru
Publisher : World Scientific
Genre : Business & Economics
Total View : 9329 Views
File Size : 40,9 Mb
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The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political events. Losses caused by ...