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Elements of Financial Risk Management | 
| Author: Peter Christoffersen
Publisher: Academic Press
Category: Book
List Price: $93.95
Buy New: $74.42
You Save: $19.53 (21%)
New (11) Used (2) from $69.99
Avg. Customer Rating:  10 reviews
Sales Rank: 597080
Media: Hardcover
Number Of Items: 1
Pages: 214
Shipping Weight (lbs): 0.9
Dimensions (in): 9.2 x 6.1 x 0.8
ISBN: 0121742326
Dewey Decimal Number: 658.155
EAN: 9780121742324
ASIN: 0121742326
Publication Date: July 22, 2003
Availability: Usually ships in 1-2 business days
Shipping: International shipping available
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| Editorial Reviews:
Product Description
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. brWhile basic VAR textbooks describe average VAR situations, the vast majority of these situations are abnormal. BElements of Financial Risk Management/B 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.
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| Customer Reviews: Read 5 more reviews...
It helps to piece up complicated market risk elements. October 3, 2008
Christoffersen managed to organize such a concise and intelligent risk book in 200 plus pages is incredible. This book will help you piece up complicated market risk elements and enhance your time-series econometrics knowledge. The exercises are excellent. I enjoyed reading many parts of the book e.g. Dynamic Conditional Correlation.
 A straightforward and complete overview February 6, 2007
This book is nicely written and gives a good introduction to topics of risk management. The exercices at the end of each chapter are such that you actually understand the subtility behind some of the concepts introduced.
Outstanding book in an overcrowded field March 29, 2006
This is *the* book on financial risk management that puts it all together. In a volume that is less than half the size of comparable titles in an overcrowded field, Christoffersen packs the most amount of insight and practical knowledge possible. The best part of the book is how he quickly and directly dives into the empirical part of risk measurement - after all, a spreadsheet with real-world data is worth a thousand formulas, and any risk manager typically deals with the real world. To me the fact that the book is not hung up on a single risk metric (VaR for example) is doubly commendable. The book is superb in its coherence and flow, and choice of topics, not to mention the lucidity of presentation. Work through each chapter and the empirical exercises, and you will probably know far more about the nature of financial risk than most practitioners. Five unreserved stars.
Excellent Book January 26, 2006
Well structured and well thought out, this book is loaded with material yet presented in a light manner. Highly recommended.
A great resource for risk management students August 26, 2005
1 out of 1 found this review helpful
I'm very satisfied with this book. It covers many aspects of finance that should be applied in order to be fully understood.
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