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The Resource Elements of financial risk management, Peter F. Christoffersen

Elements of financial risk management, Peter F. Christoffersen

Label
Elements of financial risk management
Title
Elements of financial risk management
Statement of responsibility
Peter F. Christoffersen
Creator
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorName
Christoffersen, Peter F
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Work & society
Series volume
no. 70
http://library.link/vocab/subjectName
Financial risk management
Label
Elements of financial risk management, Peter F. Christoffersen
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • MULTIVARIATE RISK MODELS.
  • Covariance and Correlation Models
  • Simulating the Term Structure of Risk
  • Distributions and Copulas for Integrated Risk Management -- PART IV:
  • FURTHER TOPICS IN RISK MANAGEMENT.
  • Option Pricing
  • Option Risk Management
  • Credit Risk Management
  • Backtesting and Stress Testing
  • PART I: BACKGROUND:
  • Risk Management and Financial Returns
  • Historical Simulation, Value At Risk, and Expected Shortfall -- A
  • Primer on Financial Time Series Analysis -- PART II:
  • UNIVARIATE RISK MODELS.
  • Volatility Modeling using Daily Data
  • Volatility Modeling using Intraday Data
  • Nonnormal Distributions -- PART III:
Control code
FIEb17034061
Dimensions
24 cm.
Edition
Second edition.
Extent
xvi, 326 pages
Isbn
9780123744487
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations (some color)
System control number
(OCoLC)743040562
Label
Elements of financial risk management, Peter F. Christoffersen
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • MULTIVARIATE RISK MODELS.
  • Covariance and Correlation Models
  • Simulating the Term Structure of Risk
  • Distributions and Copulas for Integrated Risk Management -- PART IV:
  • FURTHER TOPICS IN RISK MANAGEMENT.
  • Option Pricing
  • Option Risk Management
  • Credit Risk Management
  • Backtesting and Stress Testing
  • PART I: BACKGROUND:
  • Risk Management and Financial Returns
  • Historical Simulation, Value At Risk, and Expected Shortfall -- A
  • Primer on Financial Time Series Analysis -- PART II:
  • UNIVARIATE RISK MODELS.
  • Volatility Modeling using Daily Data
  • Volatility Modeling using Intraday Data
  • Nonnormal Distributions -- PART III:
Control code
FIEb17034061
Dimensions
24 cm.
Edition
Second edition.
Extent
xvi, 326 pages
Isbn
9780123744487
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations (some color)
System control number
(OCoLC)743040562

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