现货Elements of Financial Risk Management[9780128102350]

590 九五品

库存3件

上海宝山

认证卖家担保交易快速发货售后保障

作者Christoffersen, Peter

出版社Academic Press

ISBN9780128102350

出版时间2016-08

装帧平装

纸张其他

页数344页

正文语种英语

上书时间2023-08-03

已实名已认证进店收藏店铺

商品描述: 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.Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises

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