| 000 | 01029camuu22002774a 4500 | |
| 001 | 000045347745 | |
| 005 | 20070510095858 | |
| 008 | 030604s2003 ne a b 001 0 eng | |
| 010 | ▼a 2003107899 | |
| 020 | ▼a 0121742326 (alk. paper) | |
| 020 | ▼a 9780121742324 | |
| 035 | ▼a (KERIS)REF000009697881 | |
| 040 | ▼a DLC ▼c DLC ▼d DLC ▼d 211009 | |
| 042 | ▼a pcc | |
| 050 | 0 0 | ▼a HD61 ▼b .C548 2003 |
| 082 | 0 0 | ▼a 658.15/5 ▼2 22 |
| 090 | ▼a 658.155 ▼b C556e | |
| 100 | 1 | ▼a Christoffersen, Peter F. |
| 245 | 1 0 | ▼a Elements of financial risk management / ▼c Peter F. Christoffersen. |
| 260 | ▼a Amsterdam ; ▼a Boston : ▼b Academic Press , ▼c c2003. | |
| 300 | ▼a xiii, 214 p. : ▼b ill. ; ▼c 24 cm. + ▼e 1 CD-ROM (4 3/4 in.). | |
| 500 | ▼a Accompanying CD-ROM contains Excel files with answers to chapter exercises, as well as Excel spreadsheets with data underlying the exercises. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Financial risk management. |
| 945 | ▼a KINS |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 658.155 C556e | 등록번호 121146675 (4회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
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.
Reviews
"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.
Feature
*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 tool
정보제공 :
목차
Risk Management and Financial Returns; Volatility Forecasting; Correlation Modeling; Modeling the Conditional Distribution; Simulation-Based Methods; Option Pricing; Modeling Option Risk; Backtesting and Stress Testing
정보제공 :