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_c41004 _d41004 |
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| 008 | 170705t2012 xxu||||fo||d| 00| 0 eng d | ||
| 040 |
_aUDJG _brum |
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| 041 | _aeng | ||
| 080 | _a658.15/5 23 | ||
| 100 |
_aCHRISTOFFERSEN, Peter F _99428 |
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| 245 |
_aElements of financial risk management _h[resursă online] / _cPeter Christoffersen |
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| 260 |
_aBoston : _bAcademic Press, _c2012 |
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| 300 | _a1 resursă online | ||
| 520 | _aThe 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. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, 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. | ||
| 648 | _2UDJG | ||
| 650 | _2UDJG | ||
| 651 | _2UDJG | ||
| 655 | 0 |
_aresursă online _2UDJG _938475 |
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| 690 | 0 |
_amanagementul riscurilor _93572 |
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| 850 | _aUDJG | ||
| 856 |
_uhttps://dspace.anelisplus.ro/xmlui/handle/123456789/1057932 _zAcces online la textul integral pe bază de cont și parolă de pe platforma ANELIS PLUS |
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| 942 |
_cEBK _2udc |
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