Elements of Financial Risk Management (Hardcover, 2)

Part I Background
1. Risk Management and Financial Returns
2. Historical Simulation, Value-at-Risk, and Expected Shortfall
3. A Primer on Financial Time Series Analysis
Part II Univariate Risk Models
4. Volatility Modeling Using Daily Data
5. Volatility Modeling Using Intraday Data
6. Nonnormal Distributions
Part III Multivariate Risk Models
7. Covariance and Correlation Models
8. Simulating the Term Structure of Risk
9. Distributions and Copulas for Integrated Risk Management
Part IV Further Topics in Risk Management
10. Option Pricing
11. Option Risk Management
12. Credit Risk Management
13. Backtesting and Stress Testing