Financial risk management : a practitioners guide to managing market and credit risk.

By:

Allen, Steven

Material type: Text

TextPublication details: 2003 Wiley and Sons New YorkDescription: xxi+393+CD 24 cm ; Hard BoundISBN:

0-471-21977-0

Subject(s):

Finance - Credit risk Financial risk management Risk management

Contents:

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.

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	658.155 ALL (Browse shelf(Opens below))	Available		32368

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.

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