The Resource Elements of Financial Risk Management, 2nd Edition, Christoffersen, Peter

Elements of Financial Risk Management, 2nd Edition, Christoffersen, Peter

Label
Elements of Financial Risk Management, 2nd Edition
Title
Elements of Financial Risk Management, 2nd Edition
Statement of responsibility
Christoffersen, Peter
Creator
Contributor
Author
Subject
Genre
Language
  • eng
  • eng
Summary
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, as well as Excel-solutions manual, 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
http://library.link/vocab/creatorName
Christoffersen, Peter
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
O'Reilly Media Company
Label
Elements of Financial Risk Management, 2nd Edition, Christoffersen, Peter
Link
https://databases.mvlc.org/connect/oreilly?ID=9780123744487
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
2nd edition
Extent
1 online resource (344 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9780123744487
System details
Mode of access: World Wide Web
Label
Elements of Financial Risk Management, 2nd Edition, Christoffersen, Peter
Link
https://databases.mvlc.org/connect/oreilly?ID=9780123744487
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
2nd edition
Extent
1 online resource (344 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9780123744487
System details
Mode of access: World Wide Web

Library Locations

    • Merrimack Valley Library ConsortiumBorrow it
      4 High Street, Suite 175, North Andover, MA, 01845, US
      42.7009413 -71.1255084
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