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.
"synopsis" may belong to another edition of this title.
Improves upon the First Edition's rigor and intuition by adding credit and operational risk to its superior coverage of market risk
"About this title" may belong to another edition of this title.
Shipping:
£ 3.23
Within U.S.A.
Book Description Hardcover. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_0123744482
Book Description Condition: new. Seller Inventory # FrontCover0123744482
Book Description Hardcover. Condition: new. New. Seller Inventory # Wizard0123744482
Book Description Hardcover. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # think0123744482