Logotipo librería Marcial Pons
Elements of financial risk management

Elements of financial risk management

  • ISBN: 9780123744487
  • Editorial: Academic Press, Inc.
  • Lugar de la edición: San Diego. Estados Unidos de Norteamérica
  • Edición número: 2nd ed.
  • Encuadernación: Cartoné
  • Medidas: 23 cm
  • Nº Pág.: 344
  • Idiomas: Inglés

Papel: Cartoné
59,52 €
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Resumen

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 own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, support its step-by-step approach to choosing tools and solving problems. It examines market risk, credit risk, and operational risk. It provides exceptional coverage of GARCH models. It features online Excel-based empirical exercises.

Resumen

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