Elements of financial risk management /
Peter F. Christoffersen
- 2nd ed.
- Amsterdam ; Boston : Academic Press, 2012
- xvi, 326 p. : ill. (some col.) ; 24 cm.
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