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Elements of Financial Risk Management

  • 1st Edition - July 22, 2003
  • Author: Peter Christoffersen
  • Language: English
  • eBook ISBN:
    9 7 8 - 0 - 0 8 - 0 4 7 2 6 1 - 4

Elements of Financial Risk Management offers an introduction to modern risk management. It focuses on implementation, especially recent techniques which facilitate bridging… Read more

Elements of Financial Risk Management

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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.