Elements of Financial Risk Management - Brossura

Christoffersen, Peter

 
9780128102350: Elements of Financial Risk Management
Brossura
ISBN 10: 0128102357 ISBN 13: 9780128102350
Casa editrice: Academic Press, 2016

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

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.

Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Academic Press
Data di pubblicazione
2016
Lingua
Inglese
ISBN 10 
0128102357
ISBN 13 
9780128102350
Rilegatura
Copertina flessibile
Numero di pagine
344
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9780123744487: Elements of Financial Risk Management

Edizione in evidenza

ISBN 10:  0123744482 ISBN 13:  9780123744487
Casa editrice: Academic Pr, 2011
Rilegato