Elements of financial risk management:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Academic Press
c2003
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Accompanying CD-ROM contains Excel files with answers to chapter exercises, as well as Excel spreadsheets with data underlying the exercises Includes bibliographical references and index Risk Management and Financial Returns; Volatility Forecasting; Correlation Modeling; Modeling the Conditional Distribution; Simulation-Based Methods; Option Pricing; Modeling Option Risk; Backtesting and Stress Testing 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 measures. While basic VAR textbooks describe average VAR situations, the vast majority of these situations are abnormal. Elements of Financial Risk Management focuses on implementation, especially recent techniques which facilitate "bridging the gap" between standard textbooks on risk and real-life risk management systems. This book will appeal to practitioners in the financial services and investment industries, as well as graduate students and advanced undergraduates who want exposure to these techniques. *Pinpoints key features of risk asset returns and captures them in tractable statistical models in the accompanying CD-ROM *Presents step-by-step approaches as a means to solve problems *Visible patterns in the data motivate the choices of tools, and when tools fall short, it presents the next tool |
| Beschreibung: | 1 Online-Ressource (xiii, 214 p.) |
| ISBN: | 0080472613 0121742326 1417507578 9780080472614 9780121742324 9781417507573 |
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Datensatz im Suchindex
| _version_ | 1804175556581785600 |
|---|---|
| any_adam_object | |
| author | Christoffersen, Peter F. |
| author_facet | Christoffersen, Peter F. |
| author_role | aut |
| author_sort | Christoffersen, Peter F. |
| author_variant | p f c pf pfc |
| building | Verbundindex |
| bvnumber | BV043124204 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)55627792 (DE-599)BVBBV043124204 |
| dewey-full | 658.15/5 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15/5 |
| dewey-search | 658.15/5 |
| dewey-sort | 3658.15 15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043124204 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:18:10Z |
| institution | BVB |
| isbn | 0080472613 0121742326 1417507578 9780080472614 9780121742324 9781417507573 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028548395 |
| oclc_num | 55627792 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xiii, 214 p.) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2003 |
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| publisher | Academic Press |
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| spelling | Christoffersen, Peter F. Verfasser aut Elements of financial risk management Peter F. Christoffersen Amsterdam Academic Press c2003 1 Online-Ressource (xiii, 214 p.) txt rdacontent c rdamedia cr rdacarrier Accompanying CD-ROM contains Excel files with answers to chapter exercises, as well as Excel spreadsheets with data underlying the exercises Includes bibliographical references and index Risk Management and Financial Returns; Volatility Forecasting; Correlation Modeling; Modeling the Conditional Distribution; Simulation-Based Methods; Option Pricing; Modeling Option Risk; Backtesting and Stress Testing 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 measures. While basic VAR textbooks describe average VAR situations, the vast majority of these situations are abnormal. Elements of Financial Risk Management focuses on implementation, especially recent techniques which facilitate "bridging the gap" between standard textbooks on risk and real-life risk management systems. This book will appeal to practitioners in the financial services and investment industries, as well as graduate students and advanced undergraduates who want exposure to these techniques. *Pinpoints key features of risk asset returns and captures them in tractable statistical models in the accompanying CD-ROM *Presents step-by-step approaches as a means to solve problems *Visible patterns in the data motivate the choices of tools, and when tools fall short, it presents the next tool BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Risk management fast Gestion du risque Risk management gtt Wirtschaft Risk management Risikomanagement (DE-588)4121590-4 gnd rswk-swf Anlagepolitik (DE-588)4206018-7 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 s Risikomanagement (DE-588)4121590-4 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Finanzmanagement (DE-588)4139075-1 s 2\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=104701 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Christoffersen, Peter F. Elements of financial risk management BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Risk management fast Gestion du risque Risk management gtt Wirtschaft Risk management Risikomanagement (DE-588)4121590-4 gnd Anlagepolitik (DE-588)4206018-7 gnd Finanzmanagement (DE-588)4139075-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4206018-7 (DE-588)4139075-1 (DE-588)4114528-8 |
| 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 | BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Risk management fast Gestion du risque Risk management gtt Wirtschaft Risk management Risikomanagement (DE-588)4121590-4 gnd Anlagepolitik (DE-588)4206018-7 gnd Finanzmanagement (DE-588)4139075-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management Risk management Gestion du risque Wirtschaft Risikomanagement Anlagepolitik Finanzmanagement Mathematisches Modell |
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