- Tapa dura: 214 páginas
- Editor: Academic Press; Edición: Har/Cdr (4 de septiembre de 2003)
- Idioma: Inglés
- ISBN-10: 0121742326
- ISBN-13: 978-0121742324
- Valoración media de los clientes: Sé el primero en opinar sobre este producto
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Elements of Financial Risk Management (Inglés) Tapa dura – 4 sep 2003
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Descripción del producto
"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.
Reseña del editor
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.
*Pinpoints key features of risk asset returns and captures them in tractable statistical models in the companion website *Presents step-by-step approaches as a means to solve problems *Visible patterns in the data motivate the choices of tools, and when tools fall short, it presents the next toolVer Descripción del producto
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Opiniones de clientes más útiles en Amazon.com
Ideal for self study!!!
Moreover, you can try it! - a real hand on practice by doing the excercises included in the CD-rom. This book really gave me a practical intuition to the those time-series methods that were taught in the graduate econometrics course. This book is a gold mine among the students and practitioners of financial risk management.
Though I was a perfect amateur in this area, I could understand the essence without taking so much time. That was because this book is short and to the point. Additionally, it is a fair bit practical by adding Excel work files full of models and functions often used in Financial industry. I think the book is also well designed for independent study. All answer files of exercises are contained in an attached CD-ROM.
The best book without question.