Elements of financial risk management
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 r...
| Main Author: | |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Amsterdam ; Boston :
Academic Press
c2012.
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| Edition: | 2nd ed |
| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627964406719 |
Table of Contents:
- pt. 1. Background
- pt. 2. Univariate risk models
- pt. 3. Multivariate risk models
- pt. 4. Further topics in risk management.
