Deventer, Donald R. van <br/><br/>
Advanced financial risk management :  tools and techniques for integrated credit risk and interest rate risk management /  [electronic resource] 
Donald R van Deventer; Kenji Imai; Mark Mesler. 
 - 2nd ed. 
 - Singapore :  Wiley,  2013. 
 - 1 online resource (xxxiv, 839 pages). 
 - Wiley finance series. .
<br/><br/>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. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9781118278574 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Asset-liability management.<br/>Credit--Management.<br/>Financial risk management.<br/>Interest rate risk--Management.