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.
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