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Financial risk management : a practitioner's guide to managing market and credit risk

By: Allen, Steven.
Material type: materialTypeLabelBookSeries: Wiley finance series.Publisher: Hoboken, N.J. Wiley 2013Edition: 2nd ed.Description: xxvii, 579 p. 24 cm.ISBN: 9781118175453.Subject(s): Financial risk management | FinanceDDC classification: 658.15 Online resources: Click here to access online
Contents:
Foreword -- Preface -- Acknowledgments -- Introduction -- Institutional background -- Operational risk -- Financial disasters -- The systemic disaster of 2007-2008 -- Managing financial risk -- VaR and stress testing -- Model risk -- Managing spot risk -- Managing forward risk -- Managing vanilla options risk -- Managing exotic options risk -- Credit risk -- Counterparty credit risk -- Bibliography -- About the companion website -- Index.
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"+ website"--bk. jkt.

Includes bibliographical references (p. 533-545) and index.

Foreword -- Preface -- Acknowledgments -- Introduction -- Institutional background -- Operational risk -- Financial disasters -- The systemic disaster of 2007-2008 -- Managing financial risk -- VaR and stress testing -- Model risk -- Managing spot risk -- Managing forward risk -- Managing vanilla options risk -- Managing exotic options risk -- Credit risk -- Counterparty credit risk -- Bibliography -- About the companion website -- Index.

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