Financial risk management : a practitioner's guide to managing market and credit risk / Steven Allen.
Series: Wiley finance seriesPublication details: Hoboken, N.J. : John Wiley & Sons, 2013.Edition: 2nd edDescription: xxvii, 579 p. ; 24 cmISBN:- 9781118175453
Current library | Call number | Status | Date due | Barcode |
---|---|---|---|---|
Manila Tytana Colleges Library CIRCULATION SECTION | CIR HD 61 A45 2013 (Browse shelf(Opens below)) | Available | 034272 |
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.
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