Elements of financial risk management /
Christoffersen, Peter F.
Elements of financial risk management / - Amsterdam ; Boston : Academic Press, c2003. - xiii, 214 p. :
Accompanying CD-ROM contains Excel files with answers to chapter exercises, as well as Excel spreadsheets with data underlying the exercises.
Includes bibliographical references and index.
This book pinpoints key features of risk asset returns and captures them in tractable statistical models.
9780121742326 9780121742324 0121742326
Financial risk management.
Risk management
Modeling -correlation, volatility, option risk
Financial returns
HD61 / .C548 2003
658.15'5 / CHR
Elements of financial risk management / - Amsterdam ; Boston : Academic Press, c2003. - xiii, 214 p. :
Accompanying CD-ROM contains Excel files with answers to chapter exercises, as well as Excel spreadsheets with data underlying the exercises.
Includes bibliographical references and index.
This book pinpoints key features of risk asset returns and captures them in tractable statistical models.
9780121742326 9780121742324 0121742326
Financial risk management.
Risk management
Modeling -correlation, volatility, option risk
Financial returns
HD61 / .C548 2003
658.15'5 / CHR