Elements of Financial Risk Management

Produk Detail:
  • Author : Peter F. Christoffersen
  • Publisher : Academic Press
  • Pages : 326 pages
  • ISBN : 0123744482
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>Elements of Financial Risk Management

Download or Read online Elements of Financial Risk Management full in PDF, ePub and kindle. this book written by Peter F. Christoffersen and published by Academic Press which was released on 18 January 2022 with total page 326 pages. We cannot guarantee that Elements of Financial Risk Management book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter F. Christoffersen
  • Publisher : Academic Press
  • Release : 18 January 2022
GET THIS BOOK 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,

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release : 05 August 2003
GET THIS BOOK Elements 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 : 15 April 2019
GET THIS BOOK Elements of Financial Risk Management

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 comprehensive coverage of most market-risk related topics. More a financial econometrics book than a financial risk management book, it shows how to apply tools developed in financial econometrics to risk

Elements of Financial Risk Management 2nd Edition

Elements of Financial Risk Management  2nd Edition
  • Author : Peter Christoffersen
  • Publisher : Unknown
  • Release : 18 January 2022
GET THIS BOOK Elements 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,

Model Risk in Financial Markets

Model Risk in Financial Markets
  • Author : Radu Tunaru
  • Publisher : World Scientific
  • Release : 08 June 2015
GET THIS BOOK Model Risk in Financial Markets

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 model risk are hard to identify and even when they are internally identified, as such, they are most likely to be classified as normal losses due to market evolution. Model

Extreme Events in Finance

Extreme Events in Finance
  • Author : Francois Longin
  • Publisher : John Wiley & Sons
  • Release : 30 September 2016
GET THIS BOOK Extreme Events in Finance

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical

Handbook of Financial Time Series

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 BOOK Handbook 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.

Handbook of the Economics of Finance

Handbook of the Economics of Finance
  • Author : George M. Constantinides,Milton Harris,Rene M. Stulz
  • Publisher : Newnes
  • Release : 08 February 2013
GET THIS BOOK Handbook of the Economics of Finance

The 12 articles in this second of two parts condense recent advances on investment vehicles, performance measurement and evaluation, and risk management into a coherent springboard for future research. Written by world leaders in asset pricing research, they present scholarship about the 2008 financial crisis in contexts that highlight both continuity and divergence in research. For those who seek authoritative perspectives and important details, this volume shows how the boundaries of asset pricing have expanded and at the same time have grown

Financial Risk Management in Banking

Financial Risk Management in Banking
  • Author : Shahsuzan Zakaria,Sardar Islam
  • Publisher : Routledge
  • Release : 08 August 2019
GET THIS BOOK Financial Risk Management in Banking

As risk-taking is an essential part of the banking industry, banks must practise efficient risk management to ensure survival in uncertain financial climates. Banking operations are specifically affected by fluctuations in interest rates which cause financial imbalance; thus banks are now required to put in place an effective management structure that incorporates risk management efficiency measures that help mitigate the wide range of risks they face. In this book, the authors have developed a new modelling approach to determine banks’

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
  • Release : 19 April 2010
GET THIS BOOK The Known the Unknown and the Unknowable in Financial Risk Management

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, and regulators. This book introduces a more realistic and holistic framework called KuU --the K nown, the u nknown, and the U nknowable--that enables one to conceptualize the different kinds

Risk Management and Shareholders Value in Banking

Risk Management and Shareholders  Value in Banking
  • Author : Andrea Sironi,Andrea Resti
  • Publisher : John Wiley & Sons
  • Release : 30 April 2007
GET THIS BOOK Risk Management and Shareholders Value in Banking

This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements:

Linear Models and Time Series Analysis

Linear Models and Time Series Analysis
  • Author : Marc S. Paolella
  • Publisher : Wiley
  • Release : 28 November 2018
GET THIS BOOK Linear Models and Time Series Analysis

A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which

Shipping Derivatives and Risk Management

Shipping Derivatives and Risk Management
  • Author : A. Alizadeh,N. Nomikos
  • Publisher : Springer
  • Release : 28 April 2009
GET THIS BOOK Shipping Derivatives and Risk Management

A comprehensive book on shipping derivatives and risk management which covers the theoretical and practical aspects of financial risk in shipping. The book provides a thorough overview of the practice of risk management in shipping with the use of theoretical examples and real-life applications.

Essential Mathematics for Market Risk Management

Essential Mathematics for Market Risk Management
  • Author : Simon Hubbert
  • Publisher : John Wiley & Sons
  • Release : 17 January 2012
GET THIS BOOK Essential Mathematics for Market Risk Management

Everything you need to know in order to manage risk effectively within your organization You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have an immediate impact on the financial environment. With risk management top of the agenda for many organizations, this book is essential reading for getting to grips with the mathematical

Management of Foreign Exchange Risk

Management of Foreign Exchange Risk
  • Author : Y. C. Lum,Sardar M. N. Islam
  • Publisher : Routledge
  • Release : 02 September 2020
GET THIS BOOK Management of Foreign Exchange Risk

This book provides a technical and specialised discussion of contemporary and emerging issues in foreign exchange and financial markets by addressing the issues of risk management and theory and hypothesis development, which have general implications for finance theory and foreign exchange market management. It offers an in-depth, comprehensive analysis of the issues concerning the volatility of exchange rates. The book has three main objectives. First, it applies the integrated study of exchange rate volatility in terms of depth and breadth.