Ornthanalai, C: Christoffersen’s Elements of Financial Risk
Beschreibung:
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.
Part I: The Fundamentals of Financial Risk Management 1. Risk Management and Financial Returns 2. Historical Simulation, Value-at-Risk, and Expected Shortfall 3. Time Series Analysis for Financial Risk Management 4. Back testing and Stress Testing
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