Elements of Financial Risk Management
eBook - PDF

Elements of Financial Risk Management

  1. 229 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Elements of Financial Risk Management

About this book

Elements of Financial Risk Management offers an introduction to modern risk management. It focuses on implementation, especially recent techniques which facilitate bridging the gap between standard textbooks on risk and real-life risk management systems. It identifies key features of risk asset returns and captures them in tractable statistical models in the companion website. It presents step-by-step approaches as a means to solve problems. This book is intended for three types of readers with an interest in financial risk management. First, Master's and Ph.D. students specializing in finance and economics. Second, market practitioners with a quantitative undergraduate or graduate degree. Third, a small group of advanced undergraduates majoring in either economics, engineering, finance, or another quantitative field. The book will also suit those in financial engineering courses who have strong quantitative backgrounds and those in Ph.D. courses. *Pinpoints key features of risk asset returns and captures them in tractable statistical models in thecompanion website*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

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Information

Publisher
Academic Press
Year
2003
Topic
Economics
eBook ISBN
9780080472614
Subtopic
Finance
Index
Economics

Table of contents

  1. Front Cover
  2. ELEMENTS OF FINANCIAL RISK MANAGEMENT
  3. Copyright Page
  4. CONTENTS
  5. PREFACE
  6. ACKNOWLEDGMENTS
  7. Chapter 1. Risk Management and Financial Returns
  8. Chapter 2. Volatility Modeling
  9. Chapter 3. Correlation Modeling
  10. Chapter 4. Modeling the Conditional Distribution
  11. Chapter 5. Simulation-Based Methods
  12. Chapter 6. Option Pricing
  13. Chapter 7. Modeling Option Risk
  14. Chapter 8. Backtesting and Stress Testing
  15. Index

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Yes, you can access Elements of Financial Risk Management by Peter Christoffersen in PDF and/or ePUB format, as well as other popular books in Economics & Finance. We have over 1.5 million books available in our catalogue for you to explore.