Review of elements of financial risk management, by Peter F. Christoffersen (Second edition, Academic Press, 2011)

Elements of Financial Risk Management ||

Elements of Financial Risk Management || Risk Management and Financial Returns

✍ Christoffersen, Peter F. 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 199 KB

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so r

Elements of Financial Risk Management ||

Elements of Financial Risk Management || Distributions and Copulas for Integrated Risk Management

✍ Christoffersen, Peter F. 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 250 KB

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so r

Elements of Financial Risk Management ||

Elements of Financial Risk Management || Backtesting and Stress Testing

✍ Christoffersen, Peter F. 📂 Article 📅 2012 🏛 Elsevier ⚖ 205 KB

Elements of Financial Risk Management ||

Elements of Financial Risk Management || Historical Simulation, Value-at-Risk, and Expected Shortfall

✍ Christoffersen, Peter F. 📂 Article 📅 2012 🏛 Elsevier ⚖ 200 KB