Elements of financial risk management /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Academic Press,
©2003.
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| Subjects: | |
| Online Access: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=104701 |
Table of Contents:
- Risk Management and Financial Returns; Volatility Forecasting; Correlation Modeling; Modeling the Conditional Distribution; Simulation-Based Methods; Option Pricing; Modeling Option Risk; Backtesting and Stress Testing.