Elements Of Financial Risk Management
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Elements Of Financial Risk Management
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Author : Peter Christoffersen
language : en
Publisher: Academic Press
Release Date : 2011-11-22
Elements Of Financial Risk Management written by Peter Christoffersen and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-22 with Business & Economics categories.
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 readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems. Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises
Elements Of Financial Risk Management
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Author : Peter Christoffersen
language : en
Publisher: Academic Press
Release Date : 2011-11-10
Elements Of Financial Risk Management written by Peter Christoffersen and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-10 with Business & Economics categories.
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 readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems. - Examines market risk, credit risk, and operational risk - Provides exceptional coverage of GARCH models - Features online Excel-based empirical exercises
Theory Of Financial Risk And Derivative Pricing
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Author : Jean-Philippe Bouchaud
language : en
Publisher: Cambridge University Press
Release Date : 2003-12-11
Theory Of Financial Risk And Derivative Pricing written by Jean-Philippe Bouchaud and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-12-11 with Business & Economics categories.
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
Handbook Of Financial Risk Management
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Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2020-04-23
Handbook Of Financial Risk Management written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-23 with Business & Economics categories.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Quantitative Risk Management
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Author : Rudiger Frey
language : en
Publisher:
Release Date : 2010
Quantitative Risk Management written by Rudiger Frey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
The Elements Of Financial Econometrics
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Author : Jianqing Fan
language : en
Publisher: Cambridge University Press
Release Date : 2017-03-23
The Elements Of Financial Econometrics written by Jianqing Fan and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-23 with Business & Economics categories.
A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
Financial Risk Management
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley and Sons
Release Date : 2010-12-16
Financial Risk Management written by Frank J. Fabozzi and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-16 with Business & Economics categories.
Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Financial Risk Management examines the essential elements of this discipline and makes them accessible to a wide array of readers-from seasoned veterans looking for a review to newcomers needing to get their footing in finance. Financial risk is the exposure of a corporation to an event that can cause a shortfall in a targeted financial measure or value and includes market risk, credit risk, market liquidity risk, operational risk, and legal risk. This material discusses the four key processes in financial risk management: risk identification, risk assessment, risk mitigation, and risk transferring. The process of risk management involves determining which risks to accept, which to neutralize, and which to transfer.
Analyzing Banking Risk
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Author : Hennie van Greuning
language : en
Publisher: World Bank Publications
Release Date : 2009-03-31
Analyzing Banking Risk written by Hennie van Greuning and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-31 with Business & Economics categories.
This book provides a comprehensive overview of topics focusing on assessment, analysis, and management of financial risks in banking. The publication emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk. This third edition remains faithful to the objectives of the original publication. A significant new edition is the inclusion of chapters on the management of the treasury function. Advances made by the Basel Committee on Banking Supervision are reflected in the chapters on capital adequacy, transparency, and banking supervision. This publication should be of interest to a wide body of users of bank financial data. The target audience includes persons responsible for the analysis of banks and for the senior management or organizations directing their efforts.
Elements Of Financial Risk Management
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Author : Peter Christoffersen
language : en
Publisher: Academic Press
Release Date : 2019-04-15
Elements Of Financial Risk Management written by Peter Christoffersen and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-15 with Business & Economics categories.
Elements of Financial Risk Management: A Buyside Perspective Using Excel and MATLAB, Third Edition focuses on the implementation of techniques 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. 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
Analyzing Banking Risk
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Author : Hennie Van Greuning
language : en
Publisher:
Release Date : 2020
Analyzing Banking Risk written by Hennie Van Greuning and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with Business & Economics categories.
This publication aims to complement existing methodologies by establishing a comprehensive framework for the assessment of banks, not only by using financial data but also by considering corporate governance.