Elements of financial risk management [electronic resource] / Peter Christoffersen.
By: Christoffersen, Peter F.
Contributor(s): ScienceDirect (Online service).
Publisher: Amsterdam ; Boston : Academic Press, c2011Edition: 2nd ed.Description: 1 online resource.ISBN: 9780123744487 (ebk.); 0123744482 (ebk.).Subject(s): Financial risk managementGenre/Form: Electronic books.Additional physical formats: Print version:: Elements of financial risk management.DDC classification: 658.15/5 Online resources: An electronic book accessible through the World Wide Web; click for informationItem type | Current location | Call number | Status | Notes | Date due | Barcode |
---|---|---|---|---|---|---|
Main Collection | Taylor's Library - Perpetual(TU) | 658.15/5 (Browse shelf) | e-book | TBSxx,44001,03,CL,PPT |
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.
Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2011. Mode of access: World Wide Web. System requirements: Web browser. Title from title screen (viewed on Nov. 29, 2011). Access may be restricted to users at subscribing institutions.