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 03 July 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 : 03 July 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 F. Christoffersen
  • Publisher : Unknown
  • Release : 03 July 2022
GET THIS BOOK Elements of Financial Risk Management

Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. More than 80 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 measures.

Elements of Financial Risk Management 2nd Edition

Elements of Financial Risk Management  2nd Edition
  • Author : Peter Christoffersen
  • Publisher : Unknown
  • Release : 03 July 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,

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

Financial Risk Management in Banking

Financial Risk Management in Banking
  • Author : Dennis G. Uyemura,Donald R. Van Deventer
  • Publisher : Probus Publishing Company
  • Release : 03 July 1993
GET THIS BOOK Financial Risk Management in Banking

Presents an in-depth review of the tremendous risk and volatility in bank financial management. This book provides a comprehensive overview of aggressive asset and liability management (ALM) and demonstrates how ALM can strengthen the capital position of a financial institution.

Financial Risk Management

Financial Risk Management
  • Author : Frank J. Fabozzi
  • Publisher : John Wiley and Sons
  • Release : 16 December 2010
GET THIS BOOK Financial Risk Management

Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Financial Risk Management examines the essential elements of this discipline and makes them accessible to a wide array of readers-from seasoned veterans looking for a review to newcomers needing to get their footing in finance. Financial risk is the exposure of a corporation to an event that can cause a shortfall in a targeted financial measure or value and includes market risk, credit risk, market liquidity risk,

Financial Risk Management

Financial Risk Management
  • Author : Steve L. Allen
  • Publisher : John Wiley & Sons
  • Release : 19 December 2012
GET THIS BOOK Financial Risk Management

A top risk management practitioner addresses the essentialaspects of modern financial risk management In the Second Edition of Financial Risk Management +Website, market risk expert Steve Allen offers an insider'sview of this discipline and covers the strategies, principles, andmeasurement techniques necessary to manage and measure financialrisk. Fully revised to reflect today's dynamic environment and thelessons to be learned from the 2008 global financial crisis, thisreliable resource provides a comprehensive overview of the entirefield of risk management. Allen explores real-world issues such

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’

Counterparty Credit Risk and Credit Value Adjustment

Counterparty Credit Risk and Credit Value Adjustment
  • Author : Jon Gregory
  • Publisher : John Wiley & Sons
  • Release : 07 September 2012
GET THIS BOOK Counterparty Credit Risk and Credit Value Adjustment

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital. Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every

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

Counterparty Credit Risk

Counterparty Credit Risk
  • Author : Jon Gregory
  • Publisher : John Wiley & Sons
  • Release : 26 January 2010
GET THIS BOOK Counterparty Credit Risk

The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for

Credit Risk Management

Credit Risk Management
  • Author : Tony Van Gestel,Bart Baesens
  • Publisher : OUP Oxford
  • Release : 23 October 2008
GET THIS BOOK Credit Risk Management

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008. The introduction of the recently suggested Basel II Capital Accord has raised many issues and concerns about how to appropriately manage credit risk. Managing credit risk is one of the

Sustainability and Financial Risks

Sustainability and Financial Risks
  • Author : Marco Migliorelli,Philippe Dessertine
  • Publisher : Springer Nature
  • Release : 17 September 2020
GET THIS BOOK Sustainability and Financial Risks

Despite growing discussions on the relationship between sustainability and finance, so far little attention has been given to the relation linking sustainability-related risks and financial risks. Climate change, environmental degradation and social inequality, among others factors, may indeed have considerable adverse impacts on financial actors and markets, and even have the potential to harm financial stability. Shedding light on the importance of the nexus between sustainability and financial risks, this book addresses the need for new industry and policy approaches.

Handbook of Integrated Risk Management for E Business

Handbook of Integrated Risk Management for E Business
  • Author : Abderrahim Labbi
  • Publisher : J. Ross Publishing
  • Release : 09 November 2005
GET THIS BOOK Handbook of Integrated Risk Management for E Business

“This book provides a recipe for the practical application of technology and is one of the first instances where the tools and technologies that allow for the implementation of solutions to solve specific problems are actually outlined.” --Dr. Krishna Nathan, Vice President, IBM Research This ground-breaking book integrates converging views of e-business processes and offers ways to manage their inherent risks with advanced modeling techniques. Contributors from leading academic and business organizations explore state-of-the-art adaptive risk analysis systems that support