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Elements of Financial Risk Management Peter Christoffersen (Rotman School of Management, University of Toronto, Canada)

Elements of Financial Risk Management By Peter Christoffersen (Rotman School of Management, University of Toronto, Canada)

Elements of Financial Risk Management by Peter Christoffersen (Rotman School of Management, University of Toronto, Canada)

Reviews:
$48.99
Condition - Very Good
Only 1 left
Very Good

Summary

Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. This title focuses on risk and real-life risk management systems. It is of interest to practitioners in the financial services and investment industries, as well as graduate students and advanced undergraduates who want exposure to these techniques.

Elements of Financial Risk Management Summary

Elements of Financial Risk Management by Peter Christoffersen (Rotman School of Management, University of Toronto, Canada)

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.

Elements of Financial Risk Management Reviews

Christoffersen offers a very readable, one-of-a-kind introduction to modern risk management and associated techniques for volatility and correlation modeling. The book strikes an excellent balance between mathematical rigor and intuition, and I would highly recommend it to any student or finance practitioner interested in learning about the latest and most important new developments in the field. This is a winner. --Tim Bollerslev, Duke University, Durham, North Carolina, U.S.A. A very useful risk management book, emphasizing the statistical modeling of market risk --Philippe Jorion, University of California, Irvine, U.S.A. This is a book I and dozens of others wanted to write, and a book everyone in financial risk management will want to read. It is rigorous yet immensely practical, unifying many threads from the past and pointing the way toward the future -- an instant classic. --Francis X. Diebold, WP Carey Professor of Economics, Professor of Finance and Statistics, Department of Economics, University of Pennsylvania, U.S.A.

About Peter Christoffersen (Rotman School of Management, University of Toronto, Canada)

Peter Christoffersen is the TMX Chair in Capital Markets and a Fellow of the Bank of Canada. He publishes in empirical asset pricing and financial econometrics and is the author of Elements of Financial Risk Management. He serves as an Associate Editor of the Journal of Derivatives. Peter has won research awards from AIMA Canada and the Q-Group. He previously taught at McGill University and worked at the IMF.

Table of Contents

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

Additional information

GOR007491222
9780121742324
0121742326
Elements of Financial Risk Management by Peter Christoffersen (Rotman School of Management, University of Toronto, Canada)
Peter Christoffersen (Rotman School of Management, University of Toronto, Canada)
Used - Very Good
Hardback
Elsevier Science Publishing Co Inc
20030904
232
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Elements of Financial Risk Management