Elements of Financial Risk Management

Written By Peter F. Christoffersen
Elements of Financial Risk Management
  • Publsiher : Unknown
  • Release : 01 October 2022
  • ISBN : 9780121742331
  • Pages : 214 pages
  • Rating : 4/5 from 21 reviews
GET THIS BOOKElements of Financial Risk Management


Read or download book entitled Elements of Financial Risk Management written by Peter F. Christoffersen which was release on 01 October 2022, this book published by Unknown. Available in PDF, EPUB and Kindle Format. Book excerpt: Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. More than 80 commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having to choose from this plethora of risk measures.

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter F. Christoffersen
  • Publisher : Unknown
  • Release Date : 2003
  • Total pages : 214
  • ISBN : 9780121742331
GET BOOK

Summary : Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. More than 80 commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having to choose from this plethora of risk measures....

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release Date : 2011-11-10
  • Total pages : 344
  • ISBN : 9780121742331
GET BOOK

Summary : 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 ...

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter F. Christoffersen
  • Publisher : Academic Press
  • Release Date : 2012
  • Total pages : 326
  • ISBN : 9780121742331
GET BOOK

Summary : 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 ...

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release Date : 2019-04-15
  • Total pages : 400
  • ISBN : 9780121742331
GET BOOK

Summary : 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 ...

Key Elements of Financial Risk Management and Derivatives

Key Elements of Financial Risk Management and Derivatives
  • Author : Jeo Lee
  • Publisher : Unknown
  • Release Date : 2011
  • Total pages : 266
  • ISBN : 9780121742331
GET BOOK

Summary : Download or read online Key Elements of Financial Risk Management and Derivatives written by Jeo Lee, published by which was released on 2011. Get Key Elements of Financial Risk Management and Derivatives Books now! Available in PDF, ePub and Kindle....

Elements of Financial Risk Management 2nd Edition

Elements of Financial Risk Management  2nd Edition
  • Author : Peter Christoffersen
  • Publisher : Unknown
  • Release Date : 2011
  • Total pages : 344
  • ISBN : 9780121742331
GET BOOK

Summary : 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 ...

Financial Risk Management

Financial Risk Management
  • Author : Steve L. Allen
  • Publisher : John Wiley & Sons
  • Release Date : 2012-12-19
  • Total pages : 608
  • ISBN : 9780121742331
GET BOOK

Summary : A top risk management practitioner addresses the essentialaspects of modern financial risk management In the Second Edition of Financial Risk Management +Website, market risk expert Steve Allen offers an insider'sview of this discipline and covers the strategies, principles, andmeasurement techniques necessary to manage and measure financialrisk. Fully revised to reflect ...

Financial Risk Management in Banking

Financial Risk Management in Banking
  • Author : Shahsuzan Zakaria,Sardar Islam
  • Publisher : Routledge
  • Release Date : 2019-08-08
  • Total pages : 276
  • ISBN : 9780121742331
GET BOOK

Summary : As risk-taking is an essential part of the banking industry, banks must practise efficient risk management to ensure survival in uncertain financial climates. Banking operations are specifically affected by fluctuations in interest rates which cause financial imbalance; thus banks are now required to put in place an effective management structure ...

The Known the Unknown and the Unknowable in Financial Risk Management

The Known  the Unknown  and the Unknowable in Financial Risk Management
  • Author : Francis X. Diebold,Neil A. Doherty,Richard J. Herring
  • Publisher : Princeton University Press
  • Release Date : 2010-04-19
  • Total pages : 392
  • ISBN : 9780121742331
GET BOOK

Summary : A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk managers, executives, ...

Financial Risk Management

Financial Risk Management
  • Author : Frank J. Fabozzi
  • Publisher : John Wiley and Sons
  • Release Date : 2010-12-16
  • Total pages : 23
  • ISBN : 9780121742331
GET BOOK

Summary : 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 ...

Counterparty Credit Risk and Credit Value Adjustment

Counterparty Credit Risk and Credit Value Adjustment
  • Author : Jon Gregory
  • Publisher : John Wiley & Sons
  • Release Date : 2012-09-07
  • Total pages : 480
  • ISBN : 9780121742331
GET BOOK

Summary : A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital. Since ...

Quantitative Risk Management Website

Quantitative Risk Management    Website
  • Author : Thomas S. Coleman
  • Publisher : John Wiley & Sons
  • Release Date : 2012-05-08
  • Total pages : 558
  • ISBN : 9780121742331
GET BOOK

Summary : State of the art risk management techniques andpractices—supplemented with interactive analytics All too often risk management books focus on risk measurementdetails without taking a broader view. Quantitative RiskManagement delivers a synthesis of common sense managementtogether with the cutting-edge tools of modern theory. This bookpresents a road map for tactical ...

Credit Risk Management

Credit Risk Management
  • Author : Tony Van Gestel,Bart Baesens
  • Publisher : OUP Oxford
  • Release Date : 2008-10-23
  • Total pages : 552
  • ISBN : 9780121742331
GET BOOK

Summary : Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008. ...

Sustainability and Financial Risks

Sustainability and Financial Risks
  • Author : Marco Migliorelli,Philippe Dessertine
  • Publisher : Springer Nature
  • Release Date : 2020-09-17
  • Total pages : 143
  • ISBN : 9780121742331
GET BOOK

Summary : Despite growing discussions on the relationship between sustainability and finance, so far little attention has been given to the relation linking sustainability-related risks and financial risks. Climate change, environmental degradation and social inequality, among others factors, may indeed have considerable adverse impacts on financial actors and markets, and even have ...

Handbook of Integrated Risk Management for E Business

Handbook of Integrated Risk Management for E Business
  • Author : Abderrahim Labbi
  • Publisher : J. Ross Publishing
  • Release Date : 2005-11-09
  • Total pages : 318
  • ISBN : 9780121742331
GET BOOK

Summary : “This book provides a recipe for the practical application of technology and is one of the first instances where the tools and technologies that allow for the implementation of solutions to solve specific problems are actually outlined.” --Dr. Krishna Nathan, Vice President, IBM Research This ground-breaking book integrates converging views ...