TY  - BOOK
AU  - Allen, Steven.
TI  - Financial risk management : a practitioners guide to managing market and credit risk
SN  - 0-471-21977-0
PY  - 2003///
CY  - New York
PB  - Wiley and Sons
KW  - Finance - Credit risk
KW  - Financial risk management
KW  - Risk management
N1  - 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
N2  - 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.
ER  -