Elements of financial risk management / Peter F. Christoffersen

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Material type: Text

TextPublication details: Amsterdam ; Boston : Academic Press, 2012Edition: 2nd edDescription: xvi, 326 p. : ill. (some col.) ; 24 cmISBN:

Subject(s):

Contents:

Part 1: Background -- Part 2: Univariate risk models -- Part 3: Multivariate risk models -- Part 4: Futher topics in risk management -- Index

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Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Open Shelf	UMPLIB GAMBANG	HD61 .C47 2012 (Browse shelf(Opens below))	1	Available		0000099934

Includes bibliographical references and index

Part 1: Background -- Part 2: Univariate risk models -- Part 3: Multivariate risk models -- Part 4: Futher topics in risk management -- Index