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Elements of Financial Risk Management

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ISBN-10: 0121742326

ISBN-13: 9780121742324

Edition: 2004

Authors: Peter Christoffersen

List price: $104.00
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Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. Currently, more than eighty commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having to choose from this plethora of risk measures. While basic VAR textbooks describe average VAR situations, the vast majority of these situations are abnormal. Elements of Financial Risk Management focuses on implementation, especially recent techniques which facilitate "bridging the gap" between standard textbooks on risk and real-life risk management systems. This book will appeal to…    
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Book details

List price: $104.00
Copyright year: 2004
Publisher: Elsevier Science & Technology Books
Publication date: 9/4/2003
Binding: Hardcover
Pages: 214
Size: 6.00" wide x 9.00" long x 0.75" tall
Weight: 1.144

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