Financial risk management : a practitioners guide to managing market and credit risk.
Allen, Steven.
Financial risk management : a practitioners guide to managing market and credit risk. - New York Wiley and Sons 2003 - xxi+393+CD 24 cm ; Hard Bound
95$
1. Introduction .
2. Institutional background .
3. Operational risk .
4. Financial disasters .
5. Managing market risk .
6. Model risk .
7. Managing spot risk .
8. Managing forward risk .
9. Managing vanilla options risk .
10. Managing exotic options risk .
11. VaR and stress testing .
12. Credit risk .
Appendix: Spreadsheet calculators.
An insider's view of financial risk management This complete guide covers the strategies, principles, and measurement techniques necessary to measure and manage financial risk. With a focus on management perspective, this book explores real-world issues such as model validation, risk measurement, valuation methodologies, and much more.
0-471-21977-0
Finance - Credit risk
Financial risk management
Risk management
Financial risk management : a practitioners guide to managing market and credit risk. - New York Wiley and Sons 2003 - xxi+393+CD 24 cm ; Hard Bound
95$
1. Introduction .
2. Institutional background .
3. Operational risk .
4. Financial disasters .
5. Managing market risk .
6. Model risk .
7. Managing spot risk .
8. Managing forward risk .
9. Managing vanilla options risk .
10. Managing exotic options risk .
11. VaR and stress testing .
12. Credit risk .
Appendix: Spreadsheet calculators.
An insider's view of financial risk management This complete guide covers the strategies, principles, and measurement techniques necessary to measure and manage financial risk. With a focus on management perspective, this book explores real-world issues such as model validation, risk measurement, valuation methodologies, and much more.
0-471-21977-0
Finance - Credit risk
Financial risk management
Risk management