Elements of financial risk management
- 作者: Christoffersen, Peter F.
- 出版: Amsterdam ;Boston : Academic Press ©2003.
- 稽核項: 1 online resource (xiii, 214 pages) :illustrations.
- 標題: Risk management. , Gestion du risque. , Risk Management , Electronic books. , InsuranceRisk Assessment & Management. , risk management. , BUSINESS & ECONOMICS Insurance -- Risk Assessment & Management. , BUSINESS & ECONOMICS
- ISBN: 0080472613 , 9780080472614
- ISBN: 9780121742324 , 0121742326
- 試查全文@TNUA:
- 附註: Accompanying CD-ROM contains Excel files with answers to chapter exercises, as well as Excel spreadsheets with data underlying the exercises. Includes bibliographical references and index. Risk Management and Financial Returns; Volatility Forecasting; Correlation Modeling; Modeling the Conditional Distribution; Simulation-Based Methods; Option Pricing; Modeling Option Risk; Backtesting and Stress Testing.
- 摘要: Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. Currently, more than eighty commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having to choose from this plethora of risk measures. While basic VAR textbooks describe average VAR situations, the vast majority of these situations are abnormal. Elements of Financial Risk Management focuses on implementation, especially recent techniques which facilitate "bridging the gap" between standard textbooks on risk and real-life risk management systems. This book will appeal to practitioners in the financial services and investment industries, as well as graduate students and advanced undergraduates who want exposure to these techniques. *Pinpoints key features of risk asset returns and captures them in tractable statistical models in the accompanying CD-ROM *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.
- 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=104701
- 系統號: 005308213
- 資料類型: 電子書
- 讀者標籤: 需登入
- 引用網址: 複製連結
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 the companion 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
來源: Google Book
來源: Google Book
評分