Elements of financial risk management / Peter F. Christoffersen.
Material type:
TextPublication details: San Diego ; London : Academic Press, c2003.Description: xiii, 214 p. : ill. ; 24 cmISBN: - 0121742326
- 9780121742324
- HD61 .C448 2003
| Item type | Current library | Collection | Call number | Vol info | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
Main Long
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Martin Oduor-Otieno Library This item is located on the library first floor | Non-fiction | HD61 .C448 2003 (Browse shelf(Opens below)) | 25563/12 | Available | MOOL12060724 |
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| HD60 .S593 2006 Social entrepreneurship : | HD60 .S593 2006 Social entrepreneurship : | HD60 .T49 2005 Business and society : | HD61 .C448 2003 Elements of financial risk management / | HD61 .F15 2007 Financial risk management / | HD61 .H85 2010 Risk management and financial institutions / | HD61 .H85 2010 Risk management and financial institutions / |
Includes bibliographical references and index.
"Elements of Financial Risk Management pinpoints key features of risk asset returns and captures them in tractable statistical models. Written for those who measure and manage risks, Christofferson explores various types of market risk as well as the construction of conditional densities for simple assets, simulation based methods in risk management, option pricing and hedging, and risk model evaluation and comparison." "Pedagogically effective, it presents step-by-step approaches as a means to solve problems. Visible patterns in the data motivate the choices of tools, and when tools fall short, it presents the next tool. This unique approach bridges the gap between theory and practice."--BOOK JACKET.
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