Bibliograph

Elements of financial risk management, Peter F. Christoffersen

Type

Label

Elements of financial risk management, Peter F. Christoffersen

Language

eng

Bibliography note

Includes bibliographical references and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Elements of financial risk management

Medium

electronic resource

Nature of contents

dictionariesbibliography

Oclc number

767502591

Responsibility statement

Peter F. Christoffersen

Series statement

Finance professional collectionEbsco eBook Collection

Table Of 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

Contributor