Risk Management Book

The second edition of my book Elements of Financial Risk Management was published in December 2011.

I have used the book to teach high-level electives at the bachelor and masters degree level. I have also use it in introductory PhD courses. Finally, I have used it in technical training courses for financial market practitioners.

The Excel spreadsheets with solutions to end-of-chapter questions can be found at the book’s companion website.

Please send me an email (peter.christoffersen@rotman.utoronto.ca) if you are using the book for teaching and would like a set of power point slides.

The first edition of Elements of Financial Risk Management was published in 2003.