新生學校財團法人新生醫護管理專科學校圖書館 |

Elements of financial risk management

Record Type:	Electronic resources : Monograph/item
Title/Author:	Elements of financial risk management/ Peter Christoffersen.
Author:	Christoffersen, Peter F.
Published:	Amsterdam ;Academic Press, : c2012.,
Description:	1 online resource.
Subject:	Financial risk management. -
Online resource:	http://www.sciencedirect.com/science/book/9780123744487
ISBN:	9780123744487 (electronic bk.)

Elements of financial risk management
Christoffersen, Peter F.

Elements of financial risk management[electronic resource] /Peter Christoffersen. - 2nd ed. - Amsterdam ;Academic Press,c2012. - 1 online resource.

Part I: Background Risk Management and Financial Returns The Dangers of VaR and Historical Simulation. A Primer on Financial Econometrics. NEW Part 2: Portfolio Level Risk Models Volatility Modeling using Daily Returns Volatility Modeling using Intraday Returns. NEW Modeling the Conditional Distribution Part 3: Asset Level Risk Models Correlation Modeling Copula Models and Integrated Risk Management. NEW Simulating the Term Structure of Risk Part 4: Further Topics Option Pricing Option Risk Management CDS Pricing and Credit Risk Management. NEW Backtesting and Stress Testing.

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. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, 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.

ISBN: 9780123744487 (electronic bk.)

Source: 155691:155853Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

233037
Financial risk management.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HD61 / .C548 2012

Dewey Class. No.: 658.15/5

Elements of financial risk management
LDR:02966cmm 2200349Ka 4500 001 139580
005 20120813082300.0
006 m d
007 cr cn|||||||||
008 160121s2012 ne o 000 0 eng d
019 $a 772510395 $a 772547360
020 $a 9780123744487 (electronic bk.)
020 $a 0123744482 (electronic bk.)
029 1 $a DKDLA $b 45056030
029 1 $a AU@ $b 000048718186
035 $a ocn767519228
037 $a 155691:155853 $b Elsevier Science & Technology $n http://www.sciencedirect.com
040 $a OPELS $b eng $c OPELS $d OCLCQ $d COO $d CDX $d E7B $d DKDLA
049 $a NTYA
050 4 $a HD61 $b .C548 2012
082 0 4 $a 658.15/5 $2 23
100 1 $a Christoffersen, Peter F. $3 256973
245 1 0 $a Elements of financial risk management $h [electronic resource] / $c Peter Christoffersen.
250 $a 2nd ed.
260 $a Amsterdam ; $a Boston : $c c2012. $b Academic Press,
300 $a 1 online resource.
505 0 $a Part I: Background Risk Management and Financial Returns The Dangers of VaR and Historical Simulation. A Primer on Financial Econometrics. NEW Part 2: Portfolio Level Risk Models Volatility Modeling using Daily Returns Volatility Modeling using Intraday Returns. NEW Modeling the Conditional Distribution Part 3: Asset Level Risk Models Correlation Modeling Copula Models and Integrated Risk Management. NEW Simulating the Term Structure of Risk Part 4: Further Topics Option Pricing Option Risk Management CDS Pricing and Credit Risk Management. NEW Backtesting and Stress Testing.
520 $a 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. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, 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.
588 $a Description based on print version record.
650 0 $a Financial risk management. $3 233037
650 4 $a Electronic books. $3 201536
655 4 $a Electronic books. $2 local. $3 96803
776 0 8 $i Print version: $a Christoffersen, Peter F. $t Elements of financial risk management. $b 2nd ed. $d Amsterdam ; Boston : Academic Press, c2012 $z 9780123744487 $w (DLC) 2011030909 $w (OCoLC)743040562
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780123744487
856 4 0 $3 Full text available from ScienceDirect Finance eBook Collection 2011 $u http://encompass.library.cornell.edu/cgi-bin/checkIP.cgi?access=gateway_standard%26url=http://www.sciencedirect.com/science/book/9780123744487 $z Connect to full text.
938 $a Coutts Information Services $b COUT $n 20282735
938 $a ebrary $b EBRY $n ebr10518402