Christoffersen's Elements of Financial Risk Management - Economics Textbooks

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Christoffersen's Elements of Financial Risk Management
A Buyside Perspective Using Excel and MATLAB
3rd Edition

Chayawat Ornthanalai
Peter Christoffersen

Price: USD: 99.95
ISBN: 978-0-12-815006-1

Copyright date: Sep 01, 2029
Pages: 400
Not Yet Published
Elsevier Science & Technology

This book belongs to the following Subject Areas:
Economics
Finance
Social Sciences

Key Features

Covers both new research streams (e.g., asymmetrical t distributions) and new areas of interest for practitioners, such as external stress testing

Includes 4 new chapters, updates every existing chapter, and expands its pedagogical elements to include MATLAB exercises

Enables students and practitioners to grasp most concepts and techniques with limited knowledge of basic statistics and financial mathematics

About the Book
Elements of Financial Risk Management focuses on the implementation of technique that help students and practitioners “bridge the gap” between standard textbooks on risk and real-life risk management systems. Without a highly sophisticated quant background, readers can understand its detailed and comprehensive coverage of most market-risk related topics. More a financial econometrics book than a financial risk management book, it shows how to apply tools developed in financial econometrics to risk management. It differs from typical risk management books by digging more deeply in the assumptions and models behind risk calculations.

Readership
Senior undergraduates and graduate students studying financial econometrics and practitioners who need "how-to" information about methods for financial risk management

Content
View Table of Contents