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Elements Of Financial Risk Management Second Edition 2nd Edition Peter Christoffersen

  • SKU: BELL-2358094
Elements Of Financial Risk Management Second Edition 2nd Edition Peter Christoffersen
$ 31.00 $ 45.00 (-31%)

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Elements Of Financial Risk Management Second Edition 2nd Edition Peter Christoffersen instant download after payment.

Publisher: Academic Press
File Extension: PDF
File size: 3.32 MB
Pages: 327
Author: Peter Christoffersen
ISBN: 9780123744487, 0123744482
Language: English
Year: 2011
Edition: 2

Product desciption

Elements Of Financial Risk Management Second Edition 2nd Edition Peter Christoffersen by Peter Christoffersen 9780123744487, 0123744482 instant download after payment.

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

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