Elements of financial risk management:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier
2012
|
| Ausgabe: | Second edition |
| Schlagworte: | |
| Online-Zugang: | BTU01 FUBA1 UBM01 Volltext |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9780080922430 9780123744487 |
Internformat
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| 505 | 8 | |a 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 | |
| 505 | 8 | |a Part I: Background Risk Management and Financial Returns The Dangers of VaR and Historical Simulation. A Primer on Financial Econometrics. NEW Part 2: Portfolio Level Risk Models Volatility Modeling using Daily Returns Volatility Modeling using Intraday Returns. NEW Modeling the Conditional Distribution Part 3: Asset Level Risk Models Correlation Modeling Copula Models and Integrated Risk Management. NEW Simulating the Term Structure of Risk Part 4: Further Topics Option Pricing Option Risk Management CDS Pricing and Credit Risk Management. NEW Backtesting and Stress Testing | |
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Datensatz im Suchindex
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| author | Christoffersen, Peter F. 1967-2018 |
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| contents | 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 Part I: Background Risk Management and Financial Returns The Dangers of VaR and Historical Simulation. A Primer on Financial Econometrics. NEW Part 2: Portfolio Level Risk Models Volatility Modeling using Daily Returns Volatility Modeling using Intraday Returns. NEW Modeling the Conditional Distribution Part 3: Asset Level Risk Models Correlation Modeling Copula Models and Integrated Risk Management. NEW Simulating the Term Structure of Risk Part 4: Further Topics Option Pricing Option Risk Management CDS Pricing and Credit Risk Management. NEW Backtesting and Stress Testing |
| ctrlnum | (OCoLC)775116135 (DE-599)BVBBV039829895 |
| discipline | Wirtschaftswissenschaften |
| edition | Second edition |
| format | Electronic eBook |
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| indexdate | 2024-07-10T00:12:19Z |
| institution | BVB |
| isbn | 9780080922430 9780123744487 |
| language | English |
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| spelling | Christoffersen, Peter F. 1967-2018 Verfasser (DE-588)128551224 aut Elements of financial risk management Peter F. Christoffersen Second edition Amsterdam Elsevier 2012 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier 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 Part I: Background Risk Management and Financial Returns The Dangers of VaR and Historical Simulation. A Primer on Financial Econometrics. NEW Part 2: Portfolio Level Risk Models Volatility Modeling using Daily Returns Volatility Modeling using Intraday Returns. NEW Modeling the Conditional Distribution Part 3: Asset Level Risk Models Correlation Modeling Copula Models and Integrated Risk Management. NEW Simulating the Term Structure of Risk Part 4: Further Topics Option Pricing Option Risk Management CDS Pricing and Credit Risk Management. NEW Backtesting and Stress Testing Financial risk management Risikomanagement (DE-588)4121590-4 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Anlagepolitik (DE-588)4206018-7 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 s Risikomanagement (DE-588)4121590-4 s DE-604 Anlagepolitik (DE-588)4206018-7 s Mathematisches Modell (DE-588)4114528-8 s Erscheint auch als Druck-Ausgabe http://www.sciencedirect.com/science/book/9780123744487 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Christoffersen, Peter F. 1967-2018 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 Part I: Background Risk Management and Financial Returns The Dangers of VaR and Historical Simulation. A Primer on Financial Econometrics. NEW Part 2: Portfolio Level Risk Models Volatility Modeling using Daily Returns Volatility Modeling using Intraday Returns. NEW Modeling the Conditional Distribution Part 3: Asset Level Risk Models Correlation Modeling Copula Models and Integrated Risk Management. NEW Simulating the Term Structure of Risk Part 4: Further Topics Option Pricing Option Risk Management CDS Pricing and Credit Risk Management. NEW Backtesting and Stress Testing Financial risk management Risikomanagement (DE-588)4121590-4 gnd Finanzmanagement (DE-588)4139075-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd Anlagepolitik (DE-588)4206018-7 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4139075-1 (DE-588)4114528-8 (DE-588)4206018-7 |
| title | Elements of financial risk management |
| title_auth | Elements of financial risk management |
| title_exact_search | Elements of financial risk management |
| title_full | Elements of financial risk management Peter F. Christoffersen |
| title_fullStr | Elements of financial risk management Peter F. Christoffersen |
| title_full_unstemmed | Elements of financial risk management Peter F. Christoffersen |
| title_short | Elements of financial risk management |
| title_sort | elements of financial risk management |
| topic | Financial risk management Risikomanagement (DE-588)4121590-4 gnd Finanzmanagement (DE-588)4139075-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd Anlagepolitik (DE-588)4206018-7 gnd |
| topic_facet | Financial risk management Risikomanagement Finanzmanagement Mathematisches Modell Anlagepolitik |
| url | http://www.sciencedirect.com/science/book/9780123744487 |
| work_keys_str_mv | AT christoffersenpeterf elementsoffinancialriskmanagement |