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Elements of Financial Management
Peter Christoffersen
Description of Elements of Financial Risk Management Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. Currently, more than eighty commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having to choose from this plethora of risk measures.
While basic VAR textbooks describe average VAR situations, the vast majority of these situations are abnormal. Elements of Financial Risk Management focuses on implementation, especially recent techniques which facilitate "bridging the gap" between standard textbooks on risk and real-life risk management systems.
This book will appeal to practitioners in the financial services and investment industries, as well as graduate students and advanced undergraduates who want exposure to these techniques. Contents of Elements of Financial Risk Management - Risk Management and Financial Returns - Volatility Forecasting - Correlation Modeling - Modeling the Conditional Distribution - Simulation-Based Methods - Option Pricing - Modeling Option Risk - Backtesting and Stress Testing
Comments from other readers(from amazon)
Crisp and Practical. Attached Excel files are beautiful!!, May 29, 2004 Reviewer: "yuyamaz" (Japan) - See all my reviews I actually learnt elements of risk management and derivatives in a graduate program using this book. Though I was a perfect amateur in this area, I could understand the essence without taking so much time. That was because this book is short and to the point. Additionally, it is a fair bit practical by adding Excel work files full of models and functions often used in Financial industry. I think the book is also well designed for independent study. All answer files of exercises are contained in an attached CD-ROM. The best book without question.
Clear and concise, February 5, 2004 Reviewer: "cornth3" - See all my reviews The book has its materials laid out clearly with stated goals and conclusions to keep readers well focused. It gives a very concise yet clear explainations to the recent advancements in risk managment. The mathematics in this book isn't difficult for the beginners, yet it can be challenging to those advanced readers who want to get technical; this book is for everyone! Moreover, you can try it! - a real hand on practice by doing the excercises included in the CD-rom. This book really gave me a practical intuition to the those time-series methods that were taught in the graduate econometrics course. This book is a gold mine among the students and practitioners of financial risk management.
Clear and concised! Great book, January 22, 2004 Reviewer: Chayawat Ornthanalai (Bangkok, Thailand) - See all my reviews The book has its materials laid out clearly with stated goals and conclusions to keep readers well focused. It gives a very concise yet amazingly clear explainations to the recent advancements in risk managment. The mathematics included in this book isn't difficult for the beginners yet it is still challenging to those advanced readers who want to get technical; this book is for everyone! Plus you can get a hand on practice by doing the excercises included in the CD-rom. For me, this book gives me a practical intuition to the those time-series methods that were taught in the graduate econometrics course.
Excellent Purchase, November 20, 2003 Reviewer: Gregory Vainberg (Canada) - See all my reviews This text provides a comprehensive introduction to the growing field of modern Risk Management. Strong points include a very readable section on statistical modeling for volatility and correlation accompanied by many practical excel exercises that enable the reader to apply the theory first hand. The author complements the theory nicely with simple intuitive explanations. I would definitely recommend this book to anyone interested in learning about the theory and practice of risk anagement
Great Book, October 14, 2003 Reviewer: vadim di pietro (USA) - See all my reviews I think this book is a must read for anyone who is currently involved or plans to be involved in the world of Risk Management or even Finance in general. It's a really pleasant read as Christoffersen provides intuitive and clear explanations to back up all his models. Topics that would otherwise be difficult to wrap your head around all of a sudden make sense!
Copyright by Peter Christoffersen 仅供学习参考不用于商业目的
下面是文章部分
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(1.39 MB)
本附件包括：
下面是CD部分是EXCEL文件 很实用的 因为太大了 只能分开传。很多是和计量时间序列有关的，GARCH 模型啊什么的，我不确定到底应该传到那个板上，先放在这里吧。
5225.rar
(229.48 KB)
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(302.6 KB)
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(1.1 MB)
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(494.07 KB)
5229.rar
(1.86 MB)
好慢啊 传完都要吐血了
5232.rar
(3.92 MB)
5233.rar
(579.88 KB)
5234.rar
(691.94 KB)
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