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Elements of Financial Risk Management,

Edition 1

Editors: By Dr. Peter Christoffersen

Publication Date: 22 Jul 2003

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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.

Key Features

*Pinpoints key features of risk asset returns and captures them in tractable statistical models in the
companion website
*Presents step-by-step approaches as a means to solve problems
*Visible patterns in the data motivate the choices of tools, and when tools fall short, it presents the next tool

About the author

By Dr. Peter Christoffersen, McGill University, Montreal, Quebec, Canada

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

ISBN: 9780121742324

Page Count: 232

Illustrations : Approx. 100 illustrations

Retail Price (USD) :

Professional's Handbook of Financial Risk Management/Borodovsky and Lore; 2000; HC; 832 pp $310.00
Managing Downside Risk in Financial Markets/Sortino and Satchell; 2001; HC; 272pp., $89.95
Risk Management, Speculation, and Derivative Securities/Poitras; 2002; HC; 601pp., $99.95

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. Realistically, the book will best suit those in financial engineering courses who have strong quantitative backgrounds and those in Ph.D. courses.

Elements of Financial Risk Management,

Editors: By Dr. Peter Christoffersen

Key Features

About the author

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