Financial risk management a practitioner's guide to managing market and credit risk + website /

• Κύριος συγγραφέας: Allen, Steven, 1945-
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, N.J. : John Wiley & Sons, 2012.
• Έκδοση: 2nd ed.
• Σειρά: Wiley finance series.
• Θέματα: Financial risk management.; Finance.; BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.; Electronic books.

This book offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques necessary to manage and measure financial risk.

Πίνακας περιεχομένων:

• 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.