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.

Tags from this library: No tags from this library for this title. Log in to add tags.

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

Browsing H.T. Parekh Library shelves, Collection: GSB Collection Close shelf browser (Hides shelf browser)

Previous		No cover image available						Next
Previous	658.15244 COY Cash flow forecasting	658.15244 SAG Cash flow reengineering: How to optimize the cash flow timeline and improve financial efficiency	658.154 SEI Capital budgeting and long term financing decisions	658.155 ALL Financial risk management : a practitioners guide to managing market and credit risk.	658.155 AMM Credit risk valuation: methods, models, and applications	658.155 BAN Alternative risk transfer : integrated risk management through insurance, reinsurance, and the capital markets	658.155 BIE Credit risk: modeling, valuation and hedging	Next

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.

There are no comments on this title.

to post a comment.