Financial risk management a practitioner`s guide to managing market and credit risk
Allen, Steven 1945-
Financial risk management a practitioner`s guide to managing market and credit risk - 2nd - New Jersey John Wiley 2012 - xxvii,579p.
Includes bibliographical references and index.
Foreword -- Preface -- Acknowledgments -- Introduction -- Institutional background -- Operational risk -- Financial disasters -- The systemic disaster of 2007-2008 -- Managing financial risk -- Var and stress testing -- Model risk -- Managing spot risk -- Managing forward risk -- Managing vanilla options risk -- Managing exotic options risk -- Credit risk -- Counterparty credit risk -- Bibliography -- About the companion website -- Index.
9780471219774
2012026720
Financial risk management.
Finance.
HD61 / .A43 2012
658.155 / AL-F
Financial risk management a practitioner`s guide to managing market and credit risk - 2nd - New Jersey John Wiley 2012 - xxvii,579p.
Includes bibliographical references and index.
Foreword -- Preface -- Acknowledgments -- Introduction -- Institutional background -- Operational risk -- Financial disasters -- The systemic disaster of 2007-2008 -- Managing financial risk -- Var and stress testing -- Model risk -- Managing spot risk -- Managing forward risk -- Managing vanilla options risk -- Managing exotic options risk -- Credit risk -- Counterparty credit risk -- Bibliography -- About the companion website -- Index.
9780471219774
2012026720
Financial risk management.
Finance.
HD61 / .A43 2012
658.155 / AL-F