文件名称：Elements of Financial Risk Management (2012 2nd ed. Christoffersen)
文件大小：4.14MB
文件格式：PDF
更新时间：2022-03-04 02:59:04
Financial Ri Christoffers
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. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems.