Coverart for item
The Resource Elements of financial risk management, Peter F. Christoffersen, (electronic resource)

Elements of financial risk management, Peter F. Christoffersen, (electronic resource)

Label
Elements of financial risk management
Title
Elements of financial risk management
Statement of responsibility
Peter F. Christoffersen
Creator
Contributor
Subject
Language
eng
Cataloging source
NhCcYBP
http://library.link/vocab/creatorName
Christoffersen, Peter F
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
EBSCOhost
Series statement
  • Finance professional collection
  • Ebsco eBook Collection
http://library.link/vocab/subjectName
Financial risk management
Label
Elements of financial risk management, Peter F. Christoffersen, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=453762
Instantiates
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Risk management and financial returns -- Historical simulation, value-at-risk, and expected shortfall -- A primer on financial time series analysis -- Unvariate risk models -- Volatility modeling using daily data -- Volatility modeling using intraday data -- Nonnormal distributions -- Multivariate risk models -- Simulating the term structure of risk -- Simulating the term structure of risk -- Distributions and copulas for integrated risk management -- Further topics in risk management -- Option pricing -- Option risk management -- Credit risk management -- Backtesting and stress testing
Control code
ybp3251594
Dimensions
unknown
Edition
2nd edition
Extent
1 online resource
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780080922430
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations (some color)
Specific material designation
remote
System control number
(OCoLC)767502591
Label
Elements of financial risk management, Peter F. Christoffersen, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=453762
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Risk management and financial returns -- Historical simulation, value-at-risk, and expected shortfall -- A primer on financial time series analysis -- Unvariate risk models -- Volatility modeling using daily data -- Volatility modeling using intraday data -- Nonnormal distributions -- Multivariate risk models -- Simulating the term structure of risk -- Simulating the term structure of risk -- Distributions and copulas for integrated risk management -- Further topics in risk management -- Option pricing -- Option risk management -- Credit risk management -- Backtesting and stress testing
Control code
ybp3251594
Dimensions
unknown
Edition
2nd edition
Extent
1 online resource
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780080922430
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations (some color)
Specific material designation
remote
System control number
(OCoLC)767502591

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...