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Elements of financial risk management /

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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...

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Bibliographic Details
Main Author: Christoffersen, Peter F.
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: Amsterdam ; Boston : Academic Press, ©2003.
Subjects:
Risk management.
Risk Management
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Risk management
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 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.