Financial risk management : a practitioners guide to managing market and credit risk. (Record no. 92738)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01144nam a2200157Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0-471-21977-0 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Allen, Steven. |
| 245 ## - TITLE STATEMENT | |
| Title | Financial risk management : a practitioners guide to managing market and credit risk. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2003 |
| Name of publisher, distributor, etc. | Wiley and Sons |
| Place of publication, distribution, etc. | New York |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxi+393+CD |
| Other physical details | 24 cm ; Hard Bound |
| 500 ## - GENERAL NOTE | |
| General note | 95$ |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction .<br/>2. Institutional background .<br/>3. Operational risk .<br/>4. Financial disasters .<br/>5. Managing market risk .<br/>6. Model risk .<br/>7. Managing spot risk .<br/>8. Managing forward risk .<br/>9. Managing vanilla options risk .<br/>10. Managing exotic options risk .<br/>11. VaR and stress testing .<br/>12. Credit risk .<br/>Appendix: Spreadsheet calculators. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance - Credit risk |
| -- | Financial risk management |
| -- | Risk management |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 25/03/2010 | 4 | 658.155 ALL | 32368 | 30/03/2012 | 29/02/2012 | 22/06/2019 | Books |