LEADER 00000cam a2200409Ma 4500 
003    OCoLC 
005    20240129213017.0 
006    m     o  d         
007    cr cn||||||||| 
008    150903s2011    xx      o     000 0 eng d 
024 8  C20090228273 
024 8  9780123744487 
035    (OCoLC)1103552924 
040    CEF|beng|epn|cCEF|dOCLCO|dCNCEN|dOCLCO|dOCLCF|dOCLCQ
       |dOCLCO|dOCLCQ|dOCLCO 
049    INap 
099    eBook O'Reilly for Public Libraries 
100 1  Christoffersen, Peter,|eauthor. 
245 10 Elements of Financial Risk Management, 2nd Edition /
       |cChristoffersen, Peter.|h[O'Reilly electronic resource] 
250    2nd edition. 
264  1 |bAcademic Press,|c2011. 
300    1 online resource (344 pages) 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
347    text file 
365    |b69.95 
520    The 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. Five new chapters and updated end-of-chapter 
       questions and exercises, as well as Excel-solutions manual,
       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. 
542    |fCopyright and#169: Elsevier Science and Technology|g2012
550    Made available through: Safari, an O'Reilly Media Company.
590    O'Reilly|bO'Reilly Online Learning: Academic/Public 
       Library Edition 
650  0 Risk management. 
650  6 Gestion du risque. 
650  7 risk management.|2aat 
650  7 Risk management|2fast 
710 2  O'Reilly for Higher Education (Firm) 
856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https://
       learning.oreilly.com/library/view/~/9780123744487/?ar
       |zAvailable on O'Reilly for Public Libraries 
994    92|bJFN