Elements of Financial Risk Management
Editorial Reviews
Review
"...a very readable, one-of-a-kind introduction to modern risk management and associated techniques for volatility and correlation modeling. The book strikes an excellent balance between mathematical rigor and intuition, and I would highly recommend it to any student or finance practitioner interested in learning about the latest and most important new developments in the field. This is a winner."
--Tim Bollerslev, Duke University, Durham, North Carolina, U.S.A.
"This is a book I and dozens of others wanted to write, and a book everyone in financial risk management will want to read. It is rigorous yet immensely practical, unifying many threads from the past and pointing the way toward the future -- an instant classic."
--Francis X. Diebold, WP Carey Professor of Economics, Professor of Finance and Statistics, Department of Economics, University of Pennsylvania, U.S.A.
Review
"...a very readable, one-of-a-kind introduction to modern risk management and associated techniques for volatility and correlation modeling. The book strikes an excellent balance between mathematical rigor and intuition, and I would highly recommend it to any student or finance practitioner interested in learning about the latest and most important new developments in the field. This is a winner."
--Tim Bollerslev, Duke University, Durham, North Carolina, U.S.A.
"This is a book I and dozens of others wanted to write, and a book everyone in financial risk management will want to read. It is rigorous yet immensely practical, unifying many threads from the past and pointing the way toward the future -- an instant classic."
--Francis X. Diebold, WP Carey Professor of Economics, Professor of Finance and Statistics, Department of Economics, University of Pennsylvania, U.S.A.
Elements of Financial Risk Management
Elements of Financial Risk Management,Peter Christoffersen,Academic Press,0121742326,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Economics - General,Finance,Financial risk management,Insurance - Risk Assessment & Management,Risk management,Budgeting & financial management,Business & Economics / Management,Risk assessment & analysis for business
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