Christoffersen's Elements of Financial Risk Management: A Buyside Perspective Using Excel and MATLAB

Elements of Financial Risk Management focuses on the implementation of technique that help students and practitioners "bridge the gap" between standard textbooks on risk and real-life risk management systems. Without a highly sophisticated quant background, readers can understand its detailed and comprehensive coverage of most market-risk related topics. More a financial econometrics book than a financial risk management book, it shows how to apply tools developed in financial econometrics to risk management. It differs from typical risk management books by digging more deeply in the assumptions and models behind risk calculations.

Author: Chayawat Ornthanalai, Peter Christoffersen
Publisher: Academic Press
Published: 09/01/2023
Pages: 400
Binding Type: Paperback
ISBN13: 9780128150061
ISBN10: 0128150068
BISAC Categories:
- Business & Economics | Decision Making & Problem Solving
- Business & Economics | Econometrics
- Business & Economics | Economics | Microeconomics