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 readers can use their own data. Its unified
GARCH modeling approach, empirically sophisticated and relevant yet
easy to implement, sets this book apart from others. Five new chapters
and updated end-of-chapter questions and exercises, as well as
Excel-solutions manual, support its step-by-step approach to choosing
tools and solving problems.
* Examines market risk, credit risk, and operational risk
* Provides exceptional coverage of GARCH models
* Features online Excel-based empirical exercises
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Produktdetaljer
ISBN
9780123744487
Publisert
2011
Utgave
2. utgave
Utgiver
Vendor
Academic Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter