Advanced financial risk management : [electronic resource] tools and techniques for integrated credit risk and interest rate risk management / Donald R van Deventer; Kenji Imai; Mark Mesler.
Material type: TextSeries: Publication details: Singapore : Wiley, 2013.Edition: 2nd edDescription: 1 online resource (xxxiv, 839 pages)ISBN:- 9781118278574
Item type | Current library | Call number | Status | Date due | Barcode | |
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E-Resources | Main Library E-Resources | 332.6 D489 (Browse shelf(Opens below)) | Available | E004581 |
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pt. 1. Risk management : definitions and objectives -- pt. 2. Risk management techniques for interest rate analytics -- pt. 3. Risk management techniques for credit risk analytics -- pt. 4. Risk management applications : instrument by instrument -- pt. 5. Portfolio strategy and risk management.
Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions.
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